When I was serving in the military I rarely used the gym (although it was occassionally a requirement during mandatory fitness sessions) but still managed to be fit enough to pass the All-Arms Comando course.
Some people need a formal gym enviroment in order to gain or maintain their fitness levels, some people don't, its horses for courses.
Now days the majority of my fitness training involves either cycling (road and mountain), running, simple exercises that be performed anywhere (such as sit-ups, press-ups etc) or ice hockey training.