Anecdotical (10+ years running experience). I've found that jogging at slow speeds (~6 MPH) has a similar effect creatively on me as walking does (2-4 MPH). Running at medium speeds (~8 MPH), I still notice an increase in creativity as long as I have enough energy in me, but it's a bit reduced than jogging. Running at high speeds (10+ MPH), things are so intense that my mind can only focus on breathing, running, and mind tricks to keep going, so creative thinking goes right out the door.

It would be interesting to see a scientific study done on it.