I seem to recall running into an action that sent a player to jail. I assume the action must be hard-coded into the game since I haven't seen it on the action files, nor do I see the option to create an action that would result in moving a player to another location. Of course the obvious choice would be jail, though I am sure other actions could be created for other locations.
I imagine the tough part in coding it is that the businesses are not in fixed locations, nor is there a fixed quantity, so an action that tries to send someone to the gym would create issues if there is no gym to go to, or if there were multiple gyms.