There is a very good martial arts club in Blackburn
www.ykjj.co.uk. In Burnley you have
welcome & Accrington there is
Steven Burton's Dragon Society School of Chinese Martial Arts. In Rishton
Martial Arts Schools Directory - MMA (Mixed Martial Arts) - Masters of Martial Arts Rishton - Martial Edge.
Also in Accrington there is a Judo club which i think is called Pendle Judo and works out of Hyndburn Sports Centre.
In my mind Blackburn is the best place, there are dedicated classes for children and is really does work.
If you want any advice just give me a PM.