There are two theories that I know of that can answer this question.
Firstly there is the issue of high altitude. At high altitude, there is less oxygen in the air. As a result, the body produces more red blood cells to compensate. Red blood cells allow oxygen to be pumped around the body. When athletes train at high altitude for a number of weeks and then return home they retain the extra red blood cells for a certain time, allowing them to pump more oxygen and therefore train harder.
Kenya is a country that is at high altitude, therefore Kenyan (and Ethiopian) athletes' bodies are used to these conditions and (I would assume) possess higher red blood cell counts.
Also, Kenyans and Ethiopians run long distances every day because outside of the city there is no transport, so they get incredibly fit that way.