Herndon served with the men as lead machine gunner in the Marine's "Lava Dogs" division, The Record-Courier reported.
Herndon’s Marine brothers were killed when a 400-pound IED hit their vehicle in the convoy.
Mark Juarez, Matthew Ballard and British journalist Rupert Hamer were all killed, the newspaper reported.
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He told The Record-Courier he runs marathons trying to find peace and to remember those who were lost. He does it as he battles post-traumatic stress disorder after deployments to Iraq and Afghanistan.
As he runs, he recites the names Juarez, Ballard, Hamer, mile after mile.
"I run in honor of them," Herndon told the paper. "They are not here anymore. I am here and I am able. I am lucky to still have all my limbs. I can still be active. I find fuel in the simple idea that I can run. Some cannot."
But Monday, during the marathon, his body couldn't run anymore, USA Today reported. In the final stretch, he collapsed, but Herndon did not stop.
Herndon crawled to the finish line, finishing the more than 26-mile race in 3 hours and 39 minutes, USA Today reported.