Captain Rex was the Clone Captain that served as Anakin Skywalker’s second-in command of the 501st legion (specifically Torrent Company) during the Clone Wars. He proved a great leader during this time and proved himself a great warrior during this time. He was also immensely skilled with dual-wielding his two DC-17 blaster pistols.
He was very good friends with Obi-Wan-Kenobi and Commander Cody as well as Anakin Skywalker and Ahsoka Tano and the fivesome often went on missions together. When he started out in the Clone Wars he listened to every order and executed them with no hesitation, but as the war raged on he started to learn that this wasn’t the only part of being a good soldier.
On Umbara he stood up to the Jedi General Krell who was making decisions that put too many clones needlessly in harm’s way. That was proved justified later when Krell turned out to be a traitor to the republic. Prior to order 66 he took out his inhibitor chip so he would not kill the Jedi when it came. He was became concerned about this from his fellow trooper named Fives.
After the events of the clone wars, he lived with Clone Commanders Gregor, and Wolffe in an old republic AT-TE on Seelos. When the Ghost Crew came to Seelos he offered them his help and fought alongside them in many battles.
Many Star Wars fans, such as me, think that Rex was part of the Endor strike team in the Return of the Jedi. Dave Filoni believes that he it is and for me, that's saying something as he is the producer of "Star Wars the Clone Wars." This might not a confirmation though.