Originally Posted by harvey_birdman
In Pennsylvania, such a clause is legal and could be enforced.
Having said that, I have occasionally been successful in the past with people who experience a death in the family or unexpected military deployment or something similar in getting the contract for a gym membership or a cell phone canceled. Remember that the enforcement of contracts is at the discretion of a local judge, and unless the creditor is willing to spend the money to appeal to a higher court the local judge can do pretty much whatever the hell he or she wants.
That is not entirely true and to my mind it is one of the aspects that make contracts such as gym memberships inherently unfair. In these type of contracts there is a presumption of guilt and obligation on the part of the contractee. This is most often seen in the form of collections and credit ratting being effected. If a party, say a gym, says you owe money they pretty much can put your ass in collections and it's up to you to get out and clear your credit record.
A perfect example of this is when a credit card changes your fee structure, adds a fee, you say "WTF, I did not sign up for this I want out of this card" and they charge you and then put your ass in collections. Even if the fee change WAS unfair or not covered by the initial contract good luck with getting them to see it your way. A collection or credit ratting agency will just assume the credit card company is right, no judge involved.
OP, one way of looking at the contract is not as a monthly but as a yearly contract that you are making payments on. As in there is no monthly contract at all but rather a monthly payment plan.
As for the contract, if you really want out, ask nicely. Then take them to small claims court.
The contracts themselves might be unfair, they could be a contract of adhesion, there could be unfair business practices or collusion between gyms but good luck ever proving it.