What kinds of physical therapy exercises work for lower back pain?

Varies. Despite many years of research, there has never been one form of exercise that has proven superior to another for lower back pain. This is probably because back pain is not a single condition. Generally what we try to do is find exercises that can initially be done with reasonable comfort and then progress to more difficult and strenous ones as tolerated.
Yoga. There are many reasons and solutions for lower back pain, which is an extremely common complaint. The main problem often stems from weak trunk muscles. The muscles of the trunk support the structures of the back, therefore, strengthen the trunk and the back is better supported. Try yoga, try abdominal exercises, or simply go for brisk walks with good posture.