Beach Club has the Sandcastle Club which is very convenient for BCV and moderately convenient for BWV. Boardwalk used to have its own club but it was closed recently. Wilderness Lodge has the Cub's Den which is convenient for VWL. I'm not aware of anything of this nature at OKW.
Our boys 10 & 7 have stayed at Neverland Club (2003), Sandcastle Club (2002), and Simba's (2002), and rank them in that order, though they enjoyed all three.