Blame your brain. You might be surprised to learn that although you feel the urge to urinate in your nether regions, the actual act is controlled by your head. I'll let Slate explain the rest: "Under stressful conditions...the inhibitory signals from the frontal lobe [aka what keeps us from peeing as soon as our bladder is full] can themselves be overridden by the limbic system, a combination of brain areas that controls the famous 'fight or flight' response. When we become stressed or anxious, electrical signals from the limbic system become so intense that the brainstem has trouble following the frontal lobe's commands. That's why many people urinate more frequently before important exams or in the starting corral of a marathon."