There are 4 different prominent pathologies for coccydynia. There are many popular approaches such as DTFM of cyriax, Graded oscillation of Maitland, per anal manipulation. Many prefer US therapy as an electrotherapy procedure.
My experience with all of them is very frustrating. Reference texts are limited and so also research data base in comparison to the case load of coccydynia in our clinic. Maigne JY et al found a mild effectiveness of intrarectal manipulation in chronic coccydynia.
The main predictors of a good outcome were stable coccyx, shorter duration, traumatic etiology, and lower score in the affective parts of the McGill and Dallas questionnaires.