It appears a lot of Readers have encountered other men jacking off at the gym; in the locker room, in the shower, in the sauna. The consensus is it's not really a problem, no one much cares.
As Jean stated: "I think it comes down to being mindful of where you are, a public locker/gym, so they may need to be more conservative. What do the locals do? Just take your cue from them. Hugs and bisous."
Gyms may toss men out once in a while, but as Maddie stated, "...mostly for "sanitary reasons" others and were told to use urinals' for that if they had to."
Adam agreed that is the real problem/question. "The unasked question though is about what to do if there's an ejaculation. Bodily fluids left behind in the gym shower will be a problem for some. What would you do in that situation?"
Regardless of what public space you may be in, if you're going to masturbate, clean up after yourself. Don't leave it for someone else to step in, or for the staff to clean up at the end of the day. You wouldn't cum all over your own floor or walls and leave it, don't do it at the gym.
In the showers? Wash it down. In the locker room or a men's room stall, wipe it up. In a sauna or steam room, gyms and day spas typically supply stacks of towels - - take an extra in with you to clean up.
Don't ever, ever, ever cum in the pool or jacuzzi spa.