Okay, Chacmool - since you've asked, I tripped over a cat. True's Bob. And there was a plank about 3/4 inch wide standing on its side which broke my fall - slap bang between the butt cheeks. Net result: One airborne cat, and one broken coccyx. And that happened in Cape Town of all places, last Tuesday.
Bummer.
Bummer is right. Had someone had a video cam, we'd all be screaming with laughter.
I know how painful this sort of an injury is though, I had some jackass in junior high grab me and give me the "birthday" bumps on his knee. Somehow he managed to hit the coccyx, I fell onto the floor feeling paralyzed from the waist down, and then came the excruciating pain. I couldn't move for the better part of 15 minutes.
As you know this bone isn't exactly in an area that is capable of being casted, but it still requires the same immobility. Ice packs, in addition to rest, usually help to provide pain relief. (The donut someone recommended up above is a good idea too.)
Physical therapists can help relieve pain that exists afterwards, especially if the pain is associated with weakened muscles and ligaments near the coccyx. Pain relief after a broken coccyx has healed can sometimes be achieved through a chiropractor, or a good massage therapist. (No, I don't mean the one with the happy finish.)
I tried this one massage therapy called Bowen Therapy, by all medical standards I would consider this type of therapy hokey....quackery at its finest. But the fact remains, within two sessions I was able to sit without pain.
However, if your pain exists in the area of the coccyx one year after it has broken, a last resort is to consider surgery to remove the coccyx.