If you have enough speakers to support more than two Subs, then yes. What specific speakers do you have and how many?

I was looking at teaming up a play five with a sub at approx 8 locations around the gym and have them all play the same source together. 

I know this sounds simple and it should be, but can it be done with Sonos.

Yes, this setup is possible. Each Five can have a Sub bonded to it, and you can group all of the Fives together in the Sonos app to play the same music on every speaker.

Ok yes I already knew I could do that, but what I was really wanting was to make it permanent, like a room so as not to have to group them when they ungroup - which happens with the app. 

The only time rooms un-group is when there is a power loss, or they drop off the network. I keep a pair of rooms ‘permanently’ grouped. Seeing when they’ve been separated is a good indication of an issue. Most often, it’s a power loss in my home. In past years, it also was an indicator of wifi interference , but I haven’t experienced that recently.

I can’t say I’ve had that much luck with groups, mine ungroup regularly without power failure, Wi-Fi is solid 
 

was really hoping for a set and forget type of thing - doesn’t sound like that is possible, which is a shame. 

I would look to hardwire all Sonos hardware in such an environment, lots of bodies and metalwork get in the way of Wi-Fi and as you have already said yours “ungroup regularly” this is a big red flag.