A 2008 study found that alternate nostril breathing—one of the most common breathing exercises in yoga—can increase your body's relaxation response.
Try it: Cover your right nostril and inhale through your left for a count of ten. Hold your breath for five seconds. Then cover your left nostril and exhale through your right for a count of ten. Inhale through your right nostril and hold for five seconds. Cover your right nostril again and exhale through your left. Do three more rounds.