Some runners with very low body fat or those who are training very intensely (for an endurance race such as a marathon) do occasionally skip their period, which most likely means they didn't ovulate that month. So, if you're trying to get pregnant, training for a marathon may not be compatible with your goals to conceive.
A missed period may also be a sign of a poor diet, so talk to your doctor or a registered dietician to make sure you're eating a healthy, balanced diet and don't have any nutritional deficiencies.
Once your training intensity slows down or you gain a few pounds, your cycle will most likely return, and it shouldn't have any effect on your future fertility. If your period doesn't come back or you've missed a few cycles in a row, schedule an appointment with your ob/gyn to determine the cause.
Also see: What If I Have My Period for a Race?