The laws which might make it difficult are as follows
1. time -- on the sabbath and holidays, most orthodox people won't exercise (I know the rare Ortho Jew who might jog or count a relaxing walk)
2. time, times 2 -- because of the obligation to pray which often means going to synagogue, mornings and evenings are limited. and because many members of ortho communities continue their education with classes and lectures there is even less time
3. modesty -- a man would want to work out in the presence of men, not women so he would need a gym which could suit religious needs. while there are modern ortho people who will work out in mixed gender settings, it is still a law which should be considered
4. hunger -- working out works up the appetite so a jew would have to find a gym with kosher food. otherwise, he'd have to pack his pockets
5. while working on the body and keeping it fit is admirable, that often takes away from time which could be used studying torah. that's not exactly my excuse but i had to put it out there.