My tailbone pain appeared after long driving trips, first at Christmas then in late May when I drove 18 hours over 2 days to get to Bryan TX. I've been doing every exercise, yoga-related, pilates -related, athletic-training related that I could find. Although helpful, definitely reducing my discomfort, the results were fleeting lasting 90 minutes at most. I work out with a trainer twice a week so it was definitely interfering with sit-ups, etc.
So I had appt with spine doctor coming up, my first. The weekend before, the ground was finally dry enough that I could start planting the shrubs and hosta, etc. that I had bought weeks earlier but had been unable to plant because of very wet spring. I spent two days digging and planting in extreme heat, in the 90s F, so I could only stand to plant about 5-6 bushes each day.
But after the weekend, and right before my first spine appt, I noticed a huge improvement in my tailbone pain. Didn't know if it was the 1) digging, 2) planting which required a lot of bending over, 3) carrying heaving plants, etc. to and fro, OR 4) some combination of the above. Told doctor about my chance discovery but she went ahead and scheduled me for injection.
So the other morning after another deluge, I went out on patio where I had about 20 plant pots to wash out that were soaking in soapy tub close to the ground. I had to bend over to wash them out, all 19 of them and I splayed my legs for stability. So I wash out the pots. Go inside to sit down, and for the first time my tailbone pain is completely gone. So now I know that it was #2 above that helped me.
Consequently my latest exercise, self-invented, is what I call a "splayed Inch Worm." The Inch Worm is an exercise where you bend over to touch your toes then walk your 2 hands out, alternating hands, as far as you can. Then you catch up with your feet by walking them out to meet your hands, one at a time. Repeat hands then repeat feet on and on.
So I'm now doing the Inch Worm but with my legs about 30" apart (I wear a 35" inseam so I'm tall.)
And it's just miraculous, for me anyway. But then my tailbone pain is not from a complex injury or medical condition like many people on this site might experience. Obviously, I probably have the most superficial type of tailbone pain. And, of course, I could already touch my toes and almost put my palms on the floor. If you can't do that, but are mobile otherwise, you'd have to work yourself up to the point where you could touch your toes, etc.