KDE (a UNIX-like derivative) has similar functionality called KRunner.
Although the Run command is still present in Windows Vista and later, it no longer appears directly on the Start menu by default, in favor of the new search box and a shortcut to the Run command in the Windows System sub-menu.
The Run command is launched in GNOME and KDE desktop environment by holding Alt+F2.
Uses include bringing up webpages; for example, if a user were to bring up the Run command and type in http://www.example.com/, the user's default Web Browser would open that page.
This allows user to not only launch http protocol, but also all registered URI schemes in OS and applications associated with them, like mailto and file.