There is a symlink /var/run -> /run in latest stage3 tarballs.
$ tar tvf stage3-amd64-20120621.tar.bz2 ./var/run
lrwxrwxrwx root/root 0 2012-06-21 06:45 ./var/run -> /run
Since /run is mounted as tmpfs it is a bad idea to create directories in /var/run by ebuild. Any directories in /run or /var/run should be created by init scripts.