One time I was trying to cancel my plan with Bally's fitness in New York and they wanted me to send a physical letter to Nebraska or something. I filed a better business bureau complaint and it was taken care of very quickly.
24 Hour Fitness has a similar policy you can put your account on indefinite hold at a location but to cancel you have to mail some letter to their headquarters. Stupid bullshit to keep their numbers up artificially.
My local fitness place had a deal where for $5 a month they'd put your membership 'on hold'. What a deal! I discovered by erasing my credit card on their payment site I could do it for $0 a month.
Just be careful that they don't take you to collections for "missed payments". Regardless though, fuck these kinds of practices where signing up is easy and leaving is hard. That should be something massively illegal with fines in the millions to billions for the number of affected customers.