I came across this running website a few weeks ago. It has catalogued almost every movie that somehow involves running (even if only briefly). Pretty good; it's got plenty of the obscure, including old documentaries dating back to 1920s and the amazing Atanarjuat (reminds me I should re-watch it sometime).
Of course there are also plenty of great travel movies and documentaries that are not necessarily running-related. This site is a comprehensive database, but I would hate to forget about all the other filmed endurance stories out there. Recently I watched The Long Way Round and The Long Way Down by Ewan McGregor and Charley Boorman, about their motorcycle trips across Eurasia and Africa. I was surprised how good they were. Both documentaries felt very honest; they were not just a stunt or promo for some other movie (that would have been redundant). And while in Africa they met a man who was en route to touring the world via bicycle. That in turn reminded me of the recently completed trip by Montreal's Jean Béliveau, after 11 years of walking around the world. You find these amazing people everywhere you look.