My gym in CA was about a mile from my house. So when I was moving I just went there in person to quit. The person at the front desk told me that I would have to send a certified letter to make sure that they received it.
I laughed and told them I was sure it was there as I handed them a piece of paper that I scribbled the information on. I didn't have any trouble at all.
I wasn't worried that I would have any trouble, as my job at the time involved enforcement of Visa's acceptance procedures. Visa's international headquarters was about half a mile away, and they knew that.
It was also a very reputable gym and didn't sell "lifetime" memberships - just month to month.
