Rubio was brought up as a Mormon, or at any rate, he and his family went to a Mormon hall (or whatever they call them) for a number of years during his childhood. I don’t know what his current church is now, but I think the family left the Mormons and went to an Evangelical church.
Perhaps he himself is Catholic now (possibly because of marriage) but I think one of the reasons he endorsed or at any rate supported Romney in the Florida primary, something that was devastating to Gingrich, who initially had a lot of Cuban support, is because of his Mormon connections.
I just did a few searches to try to figure out his religious history.
Apparently, he was born Catholic, then baptized as a Mormon at the age of 8, then later came back to Catholicism at the age of 13. He also has been a member of a Southern Baptist church that passes itself off as nondenominational since at least 2005. Some articles mention that he has been seen publicly at Mass while campaigning since then.
It seems duplicitous that he presents himself as Catholic but also attends a Southern Baptist church (although perhaps not exclusively.) However, one source says that he still is a practicing Catholic, but just attends the Southern Baptist church for the sake of his wife, who is Southern Baptist.