One of my running goals for about 3, 4 years was breaking 3 hours in the marathon - I failed 5 times going for it, then finally hit it. Pretty much every other distance, except the marathon, I felt that I had run a "perfect race" (i.e. I "didn't leave anything on the course" - gave it my all). The marathon is such a different beast.
I read a quote from a champion 5K runner turned marathoner - basically, "When you run a 5k you should be uncomfortable the entire race. When you run a marathon, you find your pace and you sit in it....for 26 miles!"
I'm sure had I gotten into distance running in my younger years it would have been easier - but I finally hit the sub-3 hour goal just after I turned 40 years old. Within 2 years I was pretty much done with distance racing - I had "lost my mojo". There was nothing left to do, no more goals. The funny thing is - I still never felt like I ran a "perfect" marathon, even when I broke 3 it wasn't "perfect". Best race I ever ran was the Gate River Run (in Jacksonville, the USA 15K Championship) - ran a 59:01, and had I known I was that close to breaking 59 minutes I probably would have found another gear, finished in the top 150 out of 15,000+ runners (including 25 professional men & 25 professional woman).
So yes - I agree, the mental approach to fitness goals are huge.