Absolutely! Antenatal yoga: a must and a godsend. Holistic Health, 64 Broadway Market in London Fields E8 has a 'well being' centre that does antenatal yoga / accupuncture / antenatal massage etc and if their times don't suit you then there is the Active Birth Centre, Bickerton Road N19. I used both and found them brilliant. Good luck!
There is also an antenatal yoga class at Kings Hall (or at least there was just before I had DS in March last year). About £7 for a class or free with a leisure card. It was on a Tuesday morning so only good for when you've started mat leave. Haven't done any other antenatal yoga classes to compare it to but it wasn't the best yoga class I've been to (or the worst either). It was fine.
I went to the yoga class when I was pregnant with my dd - four years ago. If it is the tea and chat and yoga one - it was good - but I was too knackered for the evening one and used to go to the Sunday am one which was nicer