Chest running refers to the practice of running areas in the search of chests, usually high-end ones, as opposed to clearing the way to those by fighting. Chest running could be done for items, unlocks, Wisdom, Treasure Hunter and, in the use of lockpicks, lucky and unlucky titles.
In the Fissure of Woe, a very popular area for chest running, it is common to find a group for the run. Running as a group provides a better chance to manage through the harder parts, and the possibility to be resurrected in case of death.
It is debatable if chest running is financially feasible, but the benefit of title building and the thrill of gambling are usually enough to motivate chest runners.