I canceled my membership but lifetime didn't

My husband and I canceled our membership over a year ago.  Apparently it didn't go through because my husband just checked the account and they've been deducting monthly dues this whole time!  Sure, we feel stupid that we didn't see it earlier but we canceled our membership so why should we have to check?  They refuse to refund us any of the money and in fact, even billed us for this month (after we've been discussing the situation with them!).  This is over a thousand dollars that we're talking about here.  Is there anything I can do?