It used to be that the gym offered one or two classes, maybe step aerobics and spinning. Lately people have been demanding more variety in their gym's classes and the gyms have been responding to this new demand by providing unique classes that will keep your heart and your interest going.
Usually we all think of instructor-led classes as those that are freestanding (meaning you're not on a piece of equipment). Then along came spinning and cycling. Now the gyms are offering treadmill classes, where the instructor guides you (and your classmates) through a treadmill program. This is a great idea for anyone who is intimidated by the treadmill or for anyone that knows how easy it is to not workout to your full potential when running along by yourself.
Equinox Fitness offers Tread & Sculpt as well as a Treadmill Run Class. If you don't have an Equinox near you check local gyms for the classes they may offer.