The clones were socially conditioned throughout their entire childhood to accept their purpose. (There's lots of research about social conditioning - although there aren't real-life examples of it being used exactly like this, there are any examples where it has been used to instill a belief in something that we would now consider inappropriate).
During various parts of human history, slavery was considered acceptable. Slaves did revolt and run away, but the majority did not (otherwise slavery wouldn't have been as profitable as it was). The slaves were conditioned from birth to understand that their role in life was to work for their master.
Note that although the characters don't want to "complete", they never appear to consider that they would not eventually do so. Their goal is a deferral, not an exemption. Everything that they have ever known is centered around their place within the donation system.
It's likely that there were also measures in place to deal with any clones that did try to escape (e.g. the armbands that they all wear and 'check in' with were presumably for this purpose). As they were raised in isolation, they stand out amongst normal humans (e.g. the scene at the café, where their behaviour is definitely abnormal, because they are so unused to outside life) and so tracking down 'rogue' clones would likely be reasonably easy. The film doesn't show any such characters, but it doesn't explicitly say that there aren't any, either.
Remember, too, that Hailsham was an experimental school designed to prove that the clones had souls. The clones there were treated better (more humanely) than elsewhere, and this is especially true by the end of the story, when the 'Hailsham experiment' has failed. Other schools may have had much stricter methods of enforcing compliance from the clones (methods that more clearly would have a long-lasting impact, even when no longer under direct control), and by the end of the story the newest clones may not have had nearly as much freedom as others did in the past.
The implication seemed to be that the world was heading toward treating clones like animals bred for food (i.e. they would be much more strictly confined). Perhaps part of this was that there were isolated cases where clones did rebel or attempted to escape their fate.
I haven't read the book yet, so I'm not sure if this is expanded on in it or not.