I have been looking for the same thing for a few years now. I heard that there was one in Hazleton, however I never got confirmation of that information. I would suggest that you call around to some of the gyms and ask. However how I handle the winter and running is either do it on the treadmill or I became creative and found a warehouse when I could run the length and width and do laps. It is not exactly the best answer however when the weather is bitter it is an option.

The Rock fitness center on Carverton Road in Dallas has a gym as a last ditch option but there is always people in it and trying to dodge them is a pain!
3 month membership is only $60 though.