Hi,
Yes we have we are
www.XratedSwingers.com 
there are clubs all over the country from really ghetto to really nice.
Probably one of the nicest clubs I have been to is 2risqué in ATL. there are many in the Miami area that are pretty nice.
I have been to a few in Kansas City and the Cottage in PA.
Also there is a Bar in DC that caters to Swingers but is not a swing club that was pretty good.
The best things are private Parties but to get to them usually you meet the other swingers at functions or clubs.
There is some great conventions throughout the year the Big one is usually in Vegas and there is about 4000 couple that show up. Also I recommend Hedo in January (The whole month is sold out to Lifestyles and that is the best time.
Good luck