In Tucson, Xerocraft, a nonprofit makerspace, has lathe and Bridgeport knee mill [0] and is run less formally. Also, Tucson is cheap and somewhat funky. You might like it.

[0] https://xerocraft.org/pages/metalshop

Edit: Sorry, someone has gutted the web site, removing most of the information. The space itself has existed for quite a few years and I have been a volunteer member of staff since 2013. The tools are real. Despite the appearance probably given by this new website, the makerspace is not vaporware.