There are 4 clubs. You must do basic things to get yourself invited to them which they look for. You do not talk to anyone, you just do the actions to get invited. Below is a list of the clubs and the actions you must do. Take in mind you might have to do a decent amount of it until you get your invitation, so keep at it.

1. Frontiersman - Explore a good amount of locations

2. Hunting Society - Hunting animals gets you invited

3. Boston Brawlers - Using hand to hand combat gets you invited

4. Thieves - picking pockets gets you invited