The primary effect of anabolic steroids is to reduce recovery times. Bodybuilders get so big on them not because they magically make you bigger but because they let you train incredibly hard.
Long distance runners do use anabolic steroids amongst other PEDs. [1]
"For example, Lyubov Denisova tested positive for Prostanozol and Testosterone in 2007. She has won the Honolulu and Los Angeles marathons and has been 2nd place at New York."
Prostanozol is an anabolic steroid.
[1] http://www.runningahead.com/forums/post/d63143aa7f5246359388...