Every city has gyms that will let you work out for a nominal daily fee (usually $10). You can find creative ways to include this in your expense report You can usually walk to them if you are in the city or drive to them. I have memberships at Golds and Ballys and usually find them in the cities I travel to. My experience has been that the staff at the front desk at most hotels also have recommendations for gyms that are close and the hotel has an arrangement that will allow you to work out at them. Most evenings are too crowded so i will work out early mornings.