The Thigh Stretch was reportedly added to the Mat repertoire after Joe Pilates wrote "Return to Life through Contrology" which is why it is not a well known Mat exercise. It sits between The Double Leg Kick and The Neck Pull in the order. The Thigh Stretch is performed on the Mat, Reformer and Cadillac. The more gentler version is on the Cadillac due to the angle of the spring tension to the body, then the Reformer and finally the most challenging is the Mat where there is no spring support at all.
The following clip shows how to perform The Thigh Stretch. [youtube=http://www.youtube.com/watch?v=o5uJ9tv8OhA&w=420&h=315]
Thanks to Sarah for showing great technique!