I'd suggest you just jog, walk or cycle through the amazing Tuscan hills (for a bike just ask at Montalcino's petrol station for noleggio biciclette - bicycles to rent). But if your workout isn't a workout, unless it happens in a restricted and smelly indoor space - Montalcino does have a gym too. The town's fitness studio is tiny - people here tend to get enough exercise in the vineyards - and centrally located in the Pianello neighborhood close to Montalcino's hospital (just in case). A day pass is available for 10 Euro and special deals may be possible if you stay for a full week. Stop by or call Carla beforehand, who co-owns the gym and speaks excellent English. Carla also teaches a great Zumba class. And she definitely knows how to pump up the volume.