Katha Upanishad:
It counts as the oldest Upanishad which deals clearly with Yoga.
Based on Ancient Story
A poor Brahmana once offered a few old and feeble cows as a sacrificial fee to the priests. His Son, Nachhiketas concerned about his father’s after-life, offered himself as a fit reward instead of the decrepit cows. This roused the anger of his father who sent him to the god of Death. But Yama, the ruler of the after death world, was absent and Nachiketas had to wait for 3 full days before the god returned to his abode. Pleased with the boy’s persistence, Yama granted him 3 boons. As his first gift, the young boy asked to be returned to his father alive; for the second he desired to know how his good deeds may never be exhausted, and for the third, he insisted on knowing the mystery of the life after death. Failing to deter the boy, Yama then instructed him in the path to emancipation.