Reebok at Canary Wharf used to have a couple of referral options - firstly to the few Reebok gyms around the world (Sao Paulo, Madrid IIRC), and then via some international gym assocation, which had 300 or so gyms worldwide. Neither particularly useful...

Holmes Place as was (now known as Virgin Active) used to allow top tier members (incl Canary Wharf) to use their international branches (IIRC they had about 30 or so, plus a tie up with Ballys Fitness in the US). No idea if that continues, as it has been about 3 years since I was a member.