My Pilates instructor trained with Joseph Pilates wife... he's the one who invented it. She's the one who told me about the history.
Quote: In 1912 Pilates moved to England and began training detectives at Scotland Yard. However, when the war broke out, because of his nationality, he was interned in Lancashire and then on the Isle of Man. Pilates spent the duration of the war helping out in the camp infirmary and further developing his techniques. He devised makeshift exercise aids by attaching bedsprings in various positions so that patients recovering from injuries could exercise safely. Modern versions of this equipment can be found in Pilates studios today and are known as reformers.
There are a lot of people running around teaching Pilates that aren't really certified or correctly trained in the method... I've heard lots of horror stories!