For pilates, my top recommendation would be anything by Brooke Siler. She's based in NYC but she has several books and videos, and is considered one of the best and most reputable pilates instructors in the fitness industry. I took from her decades ago, when I was first learning about pilates, and I still consider her the top living authority on this form of exercise.
The pilates-on-ice video that's also referenced in this thread was actually created by a friend of mine. She was one of the pilates instructors who taught classes for my club, the Lakewood Winter Club, in Tacoma, WA. It features several of the club's skaters as well, although it was shot several years ago and most of the kids are adults now.
That pilates instructor's name is Rebecca Leone and she is based out of Seattle, WA. She teaches a very traditional style of pilates and was trained by Romana herself, the guru handpicked by Joseph Pilates to carry out the legacy of his work. If you are in the Seattle area and want to train with her, or if you're interested in her video, it's available here:
http://www.ppnwseattle.com/HTH,
Linda