Gwyneth Paltrow’s go-to workout guru offers classes at two locations in the Hamptons: A newer Sag Harbor outpost at 1 Bay Street, as well as Tracy Anderson ’s longtime Water Mill studio.

Fitness guru Shaun T., the mind behind the "Insanity" workout, told Business Insider that he's found this to be true personally and for many of the thousands of people that he's helped get fit. He ...