People, especially those who do not run, ask me what I think about when I go on (long) runs, since I'm a mid-distance runner.
My answer is that most of the time it is a form of meditation. I concentrate on my breathing, clear my mind, and sometimes I close my eyes for a few seconds to get "in the zone". It helps release and control stored up energy I may have that I feel causes tension, pressure, and anxiety.
Sometimes while running, I have thought up of solutions to problems that have been bothering me. The best way I can describe this "event" is that wakefulness that occurs deep in the night (past midnight) and you feel lucid and are productive in whatever it is you are doing.