Yes. Get evaluated! If you truly lost consciousness (not just dizzy) with exercise, you need to talk to your doctor. Now. A full cardiology and neurologic assessment would seem to be in order. They will order the appropriate tests based on the details they glean from your history and physical examination. Treatment depends on their findings.
Yes. A number of drugs, including alcohol and benzodiazepine tranquillizers (including sleeping pills like ambien) can produce blackouts, where people do things, including running, having sex, driving etc. Etc. Without remembering it. Date rape drugs like GHB and Rohypnol (flunitrazepam or roofies) very commonly produce blackouts, especially when they are put in alcoholic drinks. See your doctor.