"When Christians practice yoga, they must either deny the reality of what yoga represents or fail to see the contradictions between their Christian commitments and their embrace of yoga. The contradictions are not few, nor are they peripheral. The bare fact is that yoga is a spiritual discipline by which the adherent is trained to use the body as a vehicle for achieving consciousness of the divine. Christians are called to look to Christ for all that we need and to obey Christ through obeying his Word. We are not called to escape the consciousness of this world by achieving an elevated state of consciousness,
but to follow Christ in the way of faithfulness.
There is nothing wrong with physical exercise, and yoga positions in themselves are not the main issue.
But these positions are teaching postures with a spiritual purpose. Consider this — if you have to meditate intensely in order to achieve or to maintain a physical posture,
it is no longer merely a physical posture.The embrace of yoga is a symptom of our postmodern spiritual confusion, and, to our shame, this confusion reaches into the church." 
~ Albert Mohler, President of The Southern Baptist Theological Seminary