You might think of the gym as a modern invention, with its metal equipment both shiny and matte, hi-tech performance fabrics and electronic machines whirring away—but you’d only be half right.

Indeed, the modern gym has its roots on the beaches of Southern California, where GIs returning from World War II congregated for group exercise en plein air. Through sun-kissed fitness sessions, they sought camaraderie, sex appeal and an escape from the humdrum existences of their parents and grandparents, says Eric Chaline, author of The Temple of Perfection: A History of the Gym, on the phone from his home in London.

But the location of the first gyms—or gymnasia—will be obvious to anyone with a passing interest in etymology: ancient Greece. Literally translated to “the place where ...