if it's one of the big chains, you won't see a refund. Most have a clause that says they can transfer you up to 100 miles.
The upside is the other chains will cut you a deal, because they get alot of overflow when a big chain closes like that.
If it's a small gym
Sorry. I know it sux. I worked at one that closed. No notice. Had someone come in overnight and change the locks. We couldn't even get in to get our stuff out. I had some expensive, important stuff there. No paychecks either. Claimed they never timed us in or out that month. Then corporate quit returning calls
A buddy of mine had a single location membership with Bally. Bally recently closed that location - then claiming that they were transferring his membership to another location on the other side of town, demanded a $75 cancellation fee for him to get out of the contract. He squawked a while, then paid to be rid of them.
Here it is 4 months later, and yes, the owner wont give anyone refunds. I will have to take him to small claims court.
But good news, I did join a gym 2 days ago. No pool or racquetball courts and more expensive. But at least I have somewhere to run and watch hockey games at the same time, or during the Ohio ice and snow.