The word Yoga literally means to 'link up' with God, or be connected to God. This is not inherently Hindu and is a universal concept. There are many branches of yoga discipline, but all of them have the same goal. The highest form of yoga is called Bhakti-yoga. This is the discipline of linking up with God through devotion. This devotion is characterized as a nine-fold path called nava-lakshana bhaki. Here is the verse from the Bhagavata Purana that delineates the nine fold processes of Bhakti:
sravanam kirtanam visnoh smaranam pada-sevanam
arcanam vandanam dasyam sakhyam atmanivedanam
iti pumsarpita visnau bhaktis cen nava laksana
kriyeta bhagavaty addha tan manye'dhitam uttamam
The nine processes involved in the culture of Bhaki are: Sravanam (hearing about God), Kirtanam (Praising God), Vishnu Smaranam (remembering or meditating on God and descriptions of God given in the revealed literatures), Pada sevanam (serving the feet of God - this is typified by traveling to places of pilgramage), Archanam (worshiping the form of God), vandanam (offering prayers to God), dasyam (taking up the identity and practice of being a servant of God), sakyam (taking up the identity and activities of being a friend of God), atmanivedanam (full surrender of the self to God). Any one of these processes taken up will bring one closer (yoga) to God.