Does TunnelBear work with tethering?

Yes, but TunnelBear needs to be active each device that you want to protect. The technical explanation is that VPN protocols and tethering operate on different network layers.  Even if you have TunnelBear active on your primary device (iPhone/Android), the data from the tethered device will go outside the tunnel and NOT be secured.  

Eg. Let's say you have phone and a computer and you want to browse securely on both.  You’ll need to put TunnelBear on both the computer and the phone and activate TunnelBear on both!  If you put TunnelBear only on the phone, the data from your tethered computer will not go through the phones tunnel.

Summary:
We recommend you install TunnelBear on each device you want TunnelBear to protect keep them connected. You can download apps from here tunnelbear.com/download