A flexible pillow device is provided that is formed of a plurality of pillow members connected in an aligned arrangement. The pillow members are connected along their sides and are pivotable relative to one another to form either a flat or arch configuration. The device is useful for serving as a one of a flat pillow, one that can conform to an underlying shape, or one that can form a free-standing arch shape with an open interior. In one embodiment, the pillow members include a first side portion that is aligned with an adjacent pillow member, and with a second side portion that is faceted inward to allow adjacent pillows to form against one another when in an arch configuration. Another embodiment contemplates rounded pillow members. When in an arch configuration, the open interior accommodates a user's arm for sleeping on one's side or when sleeping with a partner.