I used two:
Melinda Bryan Pilates
- they're basic moves, but there are inserts to adapt your movements as you become bigger in the belly
She is pregnant in this one.
The New Method Baby & Mom Pre-Natal Yoga with Gurmukh Kaur Khalsa
relaxing. I used this before I went to bed and usually had a great night's sleep. All the 'backup girls' are pregnant, and all different ages, shapes and stages of pregnancy. It's quite spiritual and some parts made me giggle hysterically because I don't take spirituality too seriously, but excellent for when you're a bit stressed or can't get to sleep.
I got them both from ebay.