Investigator say the four suspects were so determined to break into lockers, they brought along a bolt cutter to break the locks.
According to police, they stole wallets and immediately went on a shopping spree, spending thousands at two nearby drugstores.
The manager of one of those stores became suspicious and called the cops, who quickly arrived and arrested three men and a woman, all from the Washington/Baltimore area. They are each being held on a $250,000 bail.
The incident has left some members rethinking the way they protect their valuables. Others are saying they leave nothing to chance.
"When I work out, I take all of my valuables with me. I don't leave them, or I don't bring any valuables to the gym," said one.
"I leave everything in my car and I lock my car. That's all I do," said another. "Listen, people are gonna do that no matter where you go. It's a shame."
The arrests come about two weeks after thefts were reported from a YMCA locker room in Upper Darby. Investigators are checking to see if there is a connection.