Exercise induced hematuria (presence of red blood cells in the urine) has been described in the scientific and medical literature. One common definition of this is "gross or microscopic hematuria that occurs after strenuous exercise and resolves with rest in individuals with no apparent underlying urinary tract pathology." It can occur with both contact andnon-contact sports, including long distance running. This form of hematuria is generally not dangerous and does not reflect underlying kidney damage.
These references from UpToDate refer to some articles which describe some of those studies:
http://www.uptodate.com/patients/content/abstract.do?topicKey=%7EsNB38VF0DqAG5B&refNum=1%2C4%2C5
However, there can be other serious causes of hematuria including infections, nephrolithiasis (kidney stones) or malignancies. If you are experiencing hematuria, you should contact your primary care provider to discuss this with him/her to determine if other conditions could be causing this symptom.
Here is a link to patient information about hematuria from the American Academy of Family Physicians (AAFP):
http://www.aafp.org/afp/990915ap/990915b.html