"Yoga" (with a capital "Y") means (normally) the philosophy of the Yoga-sutra and its classical commentaries: each of us is a transcendent Person who mistakenly identifies with body and mind and whom yogic practices help realize his/her true identity and consciousness.

yoga (with a small "y"), from Webster's New CollegiateDictionary: a system of exercises for attaining bodily or mental control and well-being.

yoga, according to YS 1.2: citta-vrtti-nirodha, "suppression of the fluctuations (or "happenings") of mental and emotional cognition" 

yoga, according to the Gita: (a) equanimity, balance; (b) skill in works; (c) self-discipline

yoga, in the Veda: joining, yoking (a cognate English word).

yoga in many places in the "Great Indian Epic": discipline, self-discipline.

From Iyengar's YS translation (p. 46): "Yoga is . . . the art and science of mental discipline through which the mind becomes cultured and matured." 

From Iyengar's Tree of Yoga (p. 3): "Yoga means union.  The union of the individual soul with the universal spirit is yoga." 

From Aurobindo's Synthesis of Yoga (p. 2): " . . . we mean by this term ("yoga") a methodized effort towards self-perfection by the expression of the potentialities latent in the being and a union of the human individual with the universal and transcendent Existence we see partially expressed in man and the cosmos." 

See also: M. Eliade, Yoga, pp. 4-5.