Embodiments of the present invention are directed to a pillow apparatus that is structured to support a user's limbs or legs. The pillow apparatus typically comprises a pillow body. The pillow body typically comprises a first concave depression positioned on a first surface of the pillow body. The first concave depression is structured to support at least a portion of a thigh of a user or a portion of crus leg part of the user. In some embodiments, the pillow body also comprises a second concave depression positioned on a second surface of the pillow body, opposite the first surface. Moreover, in some embodiments, the pillow apparatus comprises a coupling member structured for releasably connecting the pillow apparatus with an adjacent pillow apparatus.