I had suffered with coccyx pain for 7 months before seeking help. I was diagnosed with coccydynia. My x-rays were normal. My doctor had me try an ibuprofen regimen. It didn't help.
An orthopaedist recommended cortisone shots or the surgical removal of my coccyx. I was not quite up for that. I had always heard about a local D.O. [osteopath], who did manipulations. People had raved about him. I've gone twice and feel close to 100%. He said my coccyx was jammed up into my sacrum, probably from a specific yoga move, (navasana/boat pose). What he does is called "cranio osteopathy".
Hope this helps someone. I'm amazed at how moving my legs/feet, and putting pressure on certain parts of my body have thus far pretty much "fixed" the problem.