I have very invasive salvia uliginosa: narrow bright green leaves to 1 ft high, sky blue flowers on very long stems up to 4 ft high. (FYI, I like the plant so I don't mind it spreading, but it would be very hard to confine.) I also have a guaranitica that seems to be sending out runners; unlike the others, it dies back in winter (zone 9). Chamaedryoides is sending out runners in my garden -- it's got very grey leaves with sky blue flowers. Chiapensis is expanding (not sure if they are technically runners) but it has hot pink flowers.

Just be aware that should you have the blue Salvia scutellarioides or Salvia procurrens, these, in a frost-free environment, can spread several metres in one season! Don't want to frighten you, just to let you know. (Easy to remove unwanted growth.)

Some guaraniticas, especially Argentine Skies, can be invasive. Uliginosa also, sometimes. Invasive red species include S. darcyi, and others, depending on your zone.

S. macrophylla can be a total thug in a frost-free climate.

Christie:
Some forms of S. microphylla have runners S sinaloensis,the others mentioned above too. I have not seen S.chamaedryoides
run here in Texas.