i know of the kegel exercises, which are meant to strengthen the muscles that will help you from having weak bladder problems. i recommend using google and doing a search for it if this is the muscle group you were thinking of.
ETA: it would be interesting for these to be added because they are a more 'personal' exercise and it can take some doing to get them done correctly. there are many methods for how to find out if you are doing them correctly.
maddie