I know one in tri-state area its called sky it group they offer classes in Northern Jersey and also in New York. Checkout "www.skyitgroup.com". Or you can also call the Mercury Interactive Regional office and they should be able to help you.
I have seen a discussion on winrunner training. It says about a training center in bangalore-India. I dont remember the company. You can just run a search for that discussion here, maybe they do have something on load runner