The only reason it is still "open" is that they still want your money. Health clubs commonly try to pull this type of scam. They get a lot of money from people who don't actually use their facilities, including those who can't figure out how to get them to stop taking it. Didn't the sales guy disclose to you that they do this stuff before you signed that contract? Or did he promise there would be "no problem" cancelling if you moved?
If your contract allows cancelling if you move out of range of one of their facilities, and you have followed the notification procedure to cancel under those circumstances, with proof of their receiving that notification, then you have cancelled the contract, and THEY are the ones breaching the cancellation terms.
Contact the California Attorney General's office to file a complaint. Under California law, they are required to be registered with the state.
Also file a complaint thru BBB. Various LA Fitness sites on the BBB list, including their headquarters, show that they are members, and are therefore required to respond to BBB complaints to keep their membership.
They probably joined BBB in the first place to take the heat off of consumer complaints to the state about their activities. For example, note in the BBB report statistics below that almost all of their settled complaints are either that they made a full refund, or that they agreed to perform according to their contract. Both of those catagories are consistent with your specific problem of failing to honor a customer cancellation under contract and continuing to charge money, corrected after a BBB complaint. In fact, that would appear to be the main type of complaint against them.
From BBB report:
No. of Cmpl Type of Response
95 Making a full refund, as the consumer requested
17 Making a partial refund
269 Agreeing to perform according to their contract
1 Refusing to make an adjustment
34 Refuse to adjust, relying on terms of agreement
0 Unanswered
0 Unassigned
416 Total
Include copies of your cancellation form and return receipt with your complaints, to establish the original date on which you cancelled. Also ask for the money back that they charged after you initially cancelled. Hang onto your records, as you can see from your first attempt at cancellation, that they may try to weasel out of anything they think you can't prove, despite their "A" rating with BBB. BBB only rates their responsiveness AFTER they receive complaints, so "fixing" a disputed attempt to ignore your cancellation still looks "satisfactory".