Doga or dog / pet yoga is becoming more popular where you and your dog can take gentle exercise together with yoga stretches and other yoga movements. It started in the US yet it is now getting popular in other countries. There are books available on doga, just don't get confused by the Antihero character appearing in Raj Comics!
One thing about the video's below is that the dogs do seem to be relaxed and enjoying themselves, it is also a great way to meet other dog daft people. One thing about Doga is that you don't need to get into the whole yoga thing to use it with your dog; by practicing some of the techniques you may find that dogs that are hyperactive or who get scared from loud noises (fireworks) and other stressfull situations will learn to quickly chill out if you practice dog yoga with them on a regular basis.
As you get your dog used to having one-to-one time doing dog yoga - getting relaxed and chilled out, then when they get stressed you can start simple yoga exercises (ear massage for example) at the vet or during some other dog stressful event.
If you are interested in find out more on this subject then have a look at http://www.dogadog.com - this website is a US based dog yoga site and offers classes by Suzi Teitelman in Jacksonville Beach, Florida.
For a DVD on Doga then Amy Stevens' on www.yoga4dogs.com has one available along with a video blog and a DVD on cooking for your dog.
The New York Times has an interesting article on doga.