Pilates is a core strength training program. Check out this link:
http://www.pilatesberlin.de/en/jp.html and go through the first two pages. A lot of people think yoga and pilates are almost the same thing, and they are not... yoga is more of a flexibility thing and pilates concentrates on building up strength by focussing on your core muscles- abdominals and back, mainly. It's pretty popular here, and I'm sure it's popular worldwide too, especially Germany since that's where Joseph Pilates is from.
Koffee