I would say there were a few 'clubs' amongst the early sponge divers. Apparently they were a secretive bunch so probably kept to themselves to some degree.
Just did a bit a googling and came up with this article about 'The Bottom Scratchers' club from San Diego - What a cool name! They were probably not the first club but certainly one of the first.
SignOnSanDiego.com > Sports -- The Bottom Scratchers
Is this just something you are curious about Oceanswimmer or are you doing formal research?