Golds Gym CLUB METRO USA Reported Cancelled Contract to Credit Agency... Contract was Cancelled Prior to Opening old bridge, New Jersey

I have recently been contacted by a collection agency regarding an "active" account I have with Club Metro. I disputed the account and after he advised of the location I hung up. I called back and advised that in May 2009 I signed up for Golds Gym but cancelled in June because they couldn't open due to a series of failed inspections. The facility couldn't open and they were allowing contract holders to cancel without penalty because they didn't know when they would open. I moved in September 2009 and to my knowledge the gym was still not open for business. I have never received any bills/statements from Golds Gym. Now 2+ years later I am receiving a collections call. The guy wants proof of cancellation and I find that to be quite disturbing. I don't have the paperwork anymore as this was resolved in summer 2009. I have googled the gyms official opening and it appears that occurred during Sept/Oct 2009. I have not received 1 statement nor collections letter regarding this account. The only received was this phone call yesterday. How can I go about resolving this matter? I am not paying for a membership that I cancelled because the gym couldn't open for failed inspections. All advice and suggestions are greatly appreciated.