Yes it says "speed" not "land speed" so it should apply unless the section on the related other skill says it doesn't.
Climbing, for example, explicitly says you cannot run while climbing even with a climb speed. Swim says you can explicitly. Fly doesn't say, though the default should be yes, since again run just says "speed." I don't know about burrow, never looked into it carefully enough to say with confidence.
If it matters to you, also note that real life bird maximum speeds end up being about right for run being applied to fly, and would be WAY too slow in pathfinder if not allowed.
