Bikram Yoga?

Are there any studios on Long Island for Bikram Yoga?

Yes.
http://www.bikramyoga.com/Studios/EastSetauket.htm
NY Fight Club 3 at their new venue

Tips For Choosing Yoga Training Courses
Yoga in Western countries may have started life as a something of a hippy niche, but over the last 20 years, it has entered the mainstream at a phenomenal rate. With this popularization of an ancient Indian tradition, there has been a huge growth in organizations offering yoga teacher training. [...]