Cancellation of membership

I have phoned numerous times to cancel my gym membership and still no one have phoned me back from the cancellation department after being said "please hang up your call, they will phone you now", as well as on another occasion "we will phone you back in a few minutes" which did not happen. I also got told on the first occasion which nothing came from "I will e-mail you the reference number for your enquiry". I have e-mailed customer service and still NOTHING.