Rex Matheson, played by Mekhi Phifer, is sorta like Jack Bauer except not white, old, intimidating, serious, or interesting.
Rex was a CIA agent who has seriously bad driving habits. While talking on the phone to Esther Drummond about some terrible TV show she'd heard about, Rex first ran over Danny Pink and then crashed into a truck and got impaled through the heart. Lucky for him, but unlucky for us, this was the first episode of Miracle Day.
Angered by the fact he'd been cast in a Torchwood spinoff against his will, Rex immediately got on a plane to Wales, requisitioned a gun, and tried to shoot Russell T. Davies. Unfortunately, all he found was Gwen Cooper and her family, who he then teamed up with alongside Cap'n Jack "Mehoff" Harkness. Eight episodes of padding later, Rex and the gang met solved the mystery by bleeding into a giant vagina in unison. Also, John de Lancie turned up at one point. Tragically, during the interim he'd gotten a transfusion from Jack Hardness, which gave him immortality, homosexuality, and space-aids.
Like everybody else associated with Torchwood in general and Miracle Day in particular, Rex has not been seen or heard from since, and is missing, presumed dead, with the presumption heavily on dead.