Most AAS will increase red blood cell count, thus giving you better endurance due to higher amounts of oxygen that can be transported.
But in many AAS, side effects, such as water retention or painful pumps, do more than counter effect this increase in hematocrit.
Test at low to moderate dosages (below 500mg/week) greatly increases my endurance, I can run forever without getting tired, it´s almost fun. EQ gives me a nice endurance boost as well.
High dose test, deca and especially d-bol screw with my endurance big time, as does fina.
Don´t know about winny, I´ve only used it in conjunction with sust, had no endurance problems at all during that cycle. I played squash like a madman on those two.