You should check with Wildacres and William Holland schools. I believe both give registration priority to members of clubs affiliated with their respective organizations, but accept anyone as a student. There may be a slightly higher fee for non-members, although that is not what the Wildacres website said. Not all classes fill all the time, so I think there is a good chance you can book a class, esp. if you express your great interest in a phone call or email to the school and register early. You may also find that you can become a member of a club in another state for a few dollars, and that will give you prioirty, plus you will probably get a nice newsletter, too.
Both these schools give wonderful workshops in beautiful mountain settings for very reasonable fees. About the only thing I would put a qualifier on is the food at Wm. Holland. I was only there visiting for a day, but found the dinner uninspired but decent. There are, however, good teachers and better ones, so check the teacher's credentials before deciding what to attend. Some have quite impressive bios.
Another place you could check with is the schools run by the Middle Tennessee Gem and Mineral Society, in Nashville and Tullahoma. They teach lapidary, faceting and various metalwork/jewelry classes and have a very complete workshop. There are weekly classes but also "pop-up" one and two day classes on weekends.
Hope this helps you get started. If you''re coming through Knoxville, give me a shout and maybe we can get together for a beer.