In Vedic Sanskrit, the more commonly used meaning of the word yoga is "to add", "to join", "to unite", or "to attach." In its deepest sense, yoga is the merging of the parts into the whole. In mysticism, it is the sense of an ultimate unity between an individual and all of Nature / God.
There are various forms of Yoga, which foster wholeness. Yoga is primarily in two forms: meditation and asanas or postures. The goal of meditation is ultimately designed to empty one's self of thoughts, which brings one to an unconditioned state of mind. This emptiness in turn elicits an experience of uniting with all.
Yoga, then, is intrinsically connected to the true meaning of the term religion, which stems from the French religere, meaning to connect or bind together. To "bind together" does not necessarily mean to become a participant in a denominational church that carries a specific theology. Indeed, in our theologies, philosophies and ideologies we are killing religion and are at-risk for egotistical identification with a philosophical orientation. Religion in its true form is playing with one's child, feeling at one with the universe, making love, or petting one's cat. The man up on the pulpit is oftentimes (not always) akin to the Wizard in the Wizard of Oz. He's full of hot air.
Yoga meditation leads to an experience of being whole and holy, empty of the ego (the surface layer of consciousness that we often misidentify with who we are) and connected to the divine within each of us. Meditation is about moving beyond conditioned thoughts and into an unconditioned mind that is essentially quiet.
This is the essential quest of mystics: to become nothing and embrace all. As stated in the Tao Te Ching, "Be newborn, be free of yourself." Christ also made a similar statement in his "be ye like an infant." Being like an infant is to be beyond conditioning. Being unconditioned is one with being whole. As many infant scholars say, infants often don't differentiate world from self. In line with this, the Hindu Upanishads say:
It is above,
It is below
It is, in fact,
This entire world
When one knows this,
One knows bliss in the Self
And in all worlds is free