Gym membership cancellation problem - feel very bad

I had a local gym membership. As I moved out of that area, I canceled the membership.


However, I keep getting billing notice from that Gym for a while, and then recently 2 letters saying, unless I pay a big amount of money, they will damage my personal credit very soon, as well as bring a costly legal case at a local small business court.


I have moved out to a new place 2500 miles away. What could I do to prevent these kind of typical hoodlums ?

( Americans are damaging their credit really bad ... )