Agile is NOT a methodology!
When I think about the Agile word an "umbrella" comes to my mind, this umbrella covers methodologies: Scrum, XP and Kanban (others?) this article from the PMI exposes the correct naming when talking about methodologies, also, promotes a joint-effort document with the Agile Alliance (recommended read).
So, take a look into it, here's the link
What do you think?