This snowclone began with the 1999 film Fight Club, whose title is X0.
Note that the original phrase was “…you do not talk about fight club”, emphasis mine. This shifting to the less-formal contracted form is consistent with the reference to the film being a playful one, as snowclones in general so often are.
Many of the Xs are also clubs, including fat club, AppleClub, film club, Lego club. Other Xs include robots, the metro, Usenet. One unusual X, the quilting society, turns out to be in the title of an Onion article. These snowclones often serve as headlines to stories about X, in which it is interesting that participants in X do not talk about it.
On Language Log:
AZ, 4/18/06: All that and talk about Fight Club:
The first rule of X is that you do not/don’t talk about X. [First Rule]