Run
Running is an informal game term. Running means moving down the site path with your Fellowship as fast as you possibly can, making a double move (or more, with Move Limit-increasing cards) every turn that it wouldn't skip past a Sanctuary, and sometimes even skipping Sanctuaries if you can afford it. The usual strategy for a run is to go from site 1 to site 3 on turn one, get to site 6 on turn 3, and finish the game on turn 5.
If you think your Free Peoples deck is much stronger than the opponents Shadow deck, you probably want to run. Ents are generally very good at running.
The opposite of running is being stopped. If your Shadow deck prevents the Free Peoples player from double-moving, you forced a stop.
"Run" is also used to mean the act of putting a card in your deck and playing it. The vast majority of Gondor decks run some version of Aragorn, for example.