Echo everything phrogpilot said about USNA.
In addition to the formal courses: Naval Leadership and the practicum course, leadership is also taught through the ethic program as well. My experience wasn't that the ethics courses taught ethics, but more armed Midshipmen with the tools and knowledge needed to ask the right questions and examine the facts needed to make ethical decisions.
IMHO, USNA (and all of the rest of the Academies) are "leadership laboratories", where Midshipmen and Cadets are thrust into leadership positions with experienced officers and senior enlisted observing, evaluating and instructing. You'll see this in everything from everyday academy life to summer training. The two formal leadership instruction experiences that proved the most valuable for me were Leatherneck (even though I ended up not wanting to be a Marine) and CSNTS (sailing cruise where I was dual hatted as essentially the "XO" of the sailboat and the entire "squadron" of 4 boats... responsible for navigation, OPTAR funds and most of the admin stuff that goes with getting 4 sailboats in and out of a marina).
Following Plebe summer, there is almost no time during the 4 years at USNA where you won't be expected to take charge and lead a group of your peers through some evolution, whether it is something as simple as cleaning your company spaces as a plebe or leading your company, battalion or brigade as a Firstie. And at every point, you've got people watching and at the correct times, providing instruction or suggestions that may or may not help, with the focus being on "Small Unit Leadership" (a huge buzzword and USNA).
All in all, I'd say that the whole 4 years at USNA proved to be a "formal leadership" course.
Again, just my humble opinion.