If you think Penelope Cruz has the lithe body of a ballet dancer you would be correct. She studied classical ballet for nine years before switching to acting. So it makes sense that she is into Pilates, which shares a lot of the physical principals of dance.
Penelope also works out with celebrity trainer Gunnar Peterson whose client list includes: Sylvester Stallone, Angelina Jolie, Jennifer Lopez, Matthew McConaughey, and Debra Messing. Her workouts include full-body strength training and cardiovascular exercise. So it is a good thing that she quit smoking a while back (good for her). Sounds like she leads a relatively clean life since she doesn't even drink coffee - it makes her nervous. She's been a vegetarian since 2000, so no red meat either.
No wonder she had to wear a padded booty for her role in Volver.