In this story, the main character and narrator remarks that all people he sees on the road jogging or running always look unhappy. He follows the joggers and it leads him to a giant meeting of the unhappy people and I believe he discovers they are all aliens.
I believe this is from Invasion of the Road Weenies by David Lubar. It's an anthology of short stories and features a story called "Invasion of the Road Weenies" where a boy starts to wonder why the joggers he sees in his town never look happy. He eventually follows them into a barn and locks them inside before he discovers the consequences of his actions.
"Finally, as curiosity overwhelmed caution, Marlon took a chance and sneaked toward the barn from the opposite side of the door. [...] Holding his breath, Marlon stood and peaked inside. The barn was filled with men and women. Marlon recognized some of the joggers he'd seen."
The joggers aren't aliens as you remembered, but people who keep reality from fading. Unfortunately to keep it stable, the joggers have to continually jog leading to their unhappiness.
Here's a list of the stories in the book: http://www.davidlubar.com/rw.html