A little history lesson:
Joseph Pilates was the founder of the Pilates method.  He was born in Germany in 1883.  He was quite a sick child, and apparently decided at a very young age to improve his physical fitness.  He was a gymnast, a body builder, a diver and even a circus performer for a time.  It was actually while being interned in a war camp in England during World War I, that he really developed his method which he originally called “contrology.”  During this time, he developed many of his floor exercises that are still incorporated into many of the mat work exercises we still do today.  As he began to try and help rehabilitate people who had serious injuries, be began working on equipment that ended up being some of the classic Pilates equipment, like the reformer (some of the original equipment was based on hospital beds and bedsprings, which if you look closely at equipment today, you can still see this inspiration.
In 1925 he moved to New York (and met his wife Clara on the boat on the way over). Together, he and his wife started their first studio focusing on contrology. Their method focused a lot on the mind body connection in exercise as well as the intense focus on the core of one’s body to strengthen the body.  Due to the proximity of his studio to several dance and rehearsal studios, they had quickly developed a following of many dancers. 
Joseph Pilates died in New York in 1967 at age 83, and obviously his legend has continued.
Some of my favorite Joseph Pilates quotes:
“Patience and persistence are vital qualities in the ultimate successful accomplishment of any worthwhile endeavor.”
“I’m not concerned with body building; I’m just trying to make people normal human beings.”
“Physical fitness is the first requisite of happiness. Our interpretation of physical fitness is the attainment and maintenance of a uniformly developed body with a sound mind fully capable of naturally, easily, and satisfactorily performing our many and varied daily tasks with spontaneous zest and pleasure.”
“A few well-designed movements, properly performed in a balanced sequence, are worth hours of doing sloppy calisthenics or forced contortion.”

“…a body freed from nervous tension and over-fatigue is the ideal shelter provided by nature for housing a well-balanced mind that is always fully capable of successfully meeting all of the complex problems of modern living.”

***Thanks to You Tube, Wikipedia and About.com for so much valuable information!