As part of my Blue Cross/Blue Shield health coverage, I get reimbursed $150/year for gym membership fees as part of the Healthy Benefits Program (this is the link for MA). You can also get reimbursed for some weight loss programs like weight watchers as well. Worth finding out if you qualify for this too.
If you do, you can send in your form in May along with receipts for 4 months worth of gym membership. I send copies of my credit card statement b/c I pay with credit card.
Photo credit: rick