Research can take various forms and require different strategies depending on what you are looking for. If you would like to find peer-reviewed, scientific research pertaining to yoga, then you are most likely going to be primarily interested in using databases to locate articles of interest. See the list of appropriate databases below.
If you are looking for more information about yoga from a more functional approach, you will likely be wanting either books or videos on yoga. For books/magazines, simply select the page "Books & Magazines". Note, however, that these collections are not research collections (besides a small number of exceptions). These resources are best used if you are seeking introductory to advanced information on what yoga is, or on how to do yoga. These sources, then, would be good starting points for that type of research. Documentaries that cover many aspects of yoga can be found by using the "Videos" tab and following that for more information.
Also to note, no single database will locate every article that has been published. Indeed, the more databases that are utilized the more articles you will find.
The below databases are included here because they do cover yoga, to a degree, and its roles in sociological contexts that are related to religion. The majority of the articles found in this database will not discuss health/wellbeing aspects of yoga and will be biased one way or another as it relates to an author's religious beliefs.
Newspapers are not generally scholarly research. However, I am including these databases here regardless, as they can be good sources of information, depending on what type of information you are looking for. As an example, maybe you are doing research on perceptions of and popular writings of yoga. In that case, newspapers could yield good information for that type of research.