There are a lot of ways to increase your hip mobility, but one of the easiest is to use a bench. Since most of us have access to a bench press in a gym, this movement is very applicable.
All you are going to do is lift your leg backward and forward over the bench. Keep your knee bent and try to get a large ROM. If your mobility is so bad that you can't make it over a bench (I've seen it before), then start with something smaller.
Do not try to overdo this exercise. The first time I tried doing these, I did more than 100 reps per leg and I was in some serious pain the day after. Moderation, my friend.
This exercise is great for increasing mobility in your hips as well as alleviating pain. If you have a lot of tightness in the hips, this is the exercise to do.
Try to do this everyday. Start with 20 reps per leg.
