I've been surprised how many cities have exclusive private gyms that you rarely hear about. Some require a referral from a current member, with a hefty joining fee and a screening process not unlike for a country club. Over the years 3 of my BFs have had such memberships. Celebrities and the wealthy welcome the freedom from fans, gawkers, and photographers, plus the nicer atmosphere, and will pay for it, along with expert trainers.
I only used one of these with a BF, in Seattle in the late 1990s. Discreetly located in a medium-sized office building, the lobby's building directory listed the various professional offices, and said something like "Grecian Health Club - Private, Members Only.....3rd Floor".
Been so many years, I think it had a name like that. And I honestly can't remember if women used it, too. If they did it couldn't have been too many. A male desk receptionist greeted you at the elevator for a membership card check.
The men's locker room was very spacious and well appointed with full-length wood lockers and paneling, again, like you find in the golf changing room at a country club. With a men's steam room, hot tub, sauna, and large gang shower, no private stalls. Everything immaculate, the equipment sparkling.
My BF told me it was mostly gay, and indeed, it was common to see pairs of guys working out, later showering and taking the steam or sauna naked together, my gaydar alerting. Nobody did the towel dance or demonstrated any shyness. I don't recall ever seeing any celebrities I recognized, but many youngish professionals in business suits, who by their conversations were evidently bankers, investors, attorneys, executives and such.
One quirky thing was that the outside windows were wide and went ceiling to floor, as did all the building's windows. Let in tons of natural light with the vertical blinds always left open, which was nice, not the usual closed vault feeling of most locker rooms. But also gave no privacy from the offices and sidewalk across the street below. In fact, the beam scale was right in front of a window, and guys would weigh themselves stark naked, unconcerned by the lack of privacy. There was always a white-clad attendant, and he never touched the blinds, maybe they did at night.
But overall a pleasant experience, both the upscale facility itself and being around well-mannered (and very good looking) gentlemen. I only went about 12 times as a guest during the months I dated him. I lived in the Seattle suburbs while he had his business in town to run, so our dates often consisted of doing a full weekend at his Whidbey Island getaway on the north end of Puget Sound, or maybe a night on the town with a sleepover at his Seattle place.