The process of uniting oneself with the Supreme is called yoga. Yoga actually means bhakti yoga; all other yogas lead to it, the final destination. From the journey's start in karma yoga, to its end, it is a long way to self-realisation.
When karma yoga grows in knowledge and renunciation, that stage is called jnana yoga. When jnana yoga grows in meditation to the Supersoul, and the mind is on Him, it is called ashtanga yoga. And when one comes to the point of the Supreme Person of Godhead Krishna, it is called bhakti yoga, the culmination.
This is confirmed by Krishna Himself in the Bhagavad Gita, "And of all yogis, the one with great faith who always abides in Me, thinks of Me within himself, and renders transcendental loving service to Me, he is the most intimately united with Me in yoga and is the highest of all."
Bhakti yoga is the last link in the yogic chain, the link that binds us to Lord Krishna. Without this final link, the chain is practically useless.
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