go run foo.go is intented for quick, one off, single file programs. Like a small proof of concept, dirty hack, etc.

Try making a package of folder/*go and import it as normal from your main.go file.

I don't think this will be further extended...

That's certainly an option.

In my case it's still not much more than a dirty hack that grew and is now spread across multiple files. To clean up I started to put things in folders and suddenly go run was no longer an option.

If this is not to be supported then at least expectations and error messages should be adjusted.
Then go run should only allow files in the local dir and have that documented.

Either it should be done right or made clear it's no option. I don't really see a middle ground here.

Well, then I am all for fixing the error message. And maybe be a little more explicit in the docs.
Given how most Unix/Linux commands the expectation of accepting paths instead of just files is real.

CL https://golang.org/cl/12149 mentions this issue.