Anakin Skywalker was a hero of the Republic and a brave Jedi before his fall to the dark side. He fought valiantly in all the campaigns of the Clone Wars and formed many close friendships. While most fans would assume that Obi-Wan Kenobi or Ahsoka Tano was Anakin's closest ally, others would argue that it was actually Captain Rex. Rex was the clone commander of the 501st and was by Anakin's side throughout the entire Clone Wars, but even he couldn't prevent Anakin's descent into darkness. He never backed down from a challenge and always supported Anakin's decisions, even when they seemed impossible.
Captain Rex first appeared in Star Wars: The Clone Wars in 2008 and quickly became a fan-favorite character. He truly represented the best in all the clones and helped to show that the clones were fully developed characters and not just fodder for the war. His characterization also helped to develop Anakin's personality. It showed that Anakin was a good leader and friend, making his downfall that much worse. Rex and the other clones helped to provide new levels of depth to classic characters and the conflict of the prequels.
As The Clone Wars shows, Rex stood by Anakin's side through thick and thin, and he never faltered in his commitment to the cause. While other clones doubted their Jedi commanders or even deserted the Grand Army of the Republic altogether, Rex stayed with Anakin. He fought for him on Christophsis, he listened to him when he was put under the command of General Krell, and he even followed his orders on every single plan, including the ones that should have ended with their deaths. Rex was 100 percent loyal to Anakin and was his truest friend out in the field. Anakin had to hide so much of himself from other Jedi, but he could be completely open with Rex, and he knew that Rex would never betray him.
Anakin seemed to have opened up to Rex about his marriage to Padmé, something he had never done with anyone else. Rex didn't judge him, reprimand him, or tell him what he was doing was wrong. He supported him and helped to cover for him when he needed help. While other people like Obi-Wan had their suspicions, Rex was the only person that Anakin truly confided in. This speaks to the depth of their relationship. Anakin could have easily ignored the clones and treated them like assets instead of people, but he formed a connection that was deeper than any other relationship he had. While the Force connected Anakin to Obi-Wan and Ahsoka, the relationship between Rex and Anakin was forged in the fires of war, being brothers-in-arms and facing down the Separatist army.
Anakin's fall to the dark side is one of the most heartbreaking moments in Star Wars. This is in addition to the horrific events of Order 66, which were especially tragic in The Clone Wars. Even when all the clones were turning against the Jedi, Rex resisted. At the time, he didn't know it was Anakin leading the charge, and maybe if he was at his side, he could have convinced his friend to resist the Emperor. Rex was an extremely positive influence in Anakin's life. His unconditional support of his friend was not something Anakin had experienced much of. If Rex was with Anakin instead of Ahsoka at the time of Order 66, he may have been able to stop Anakin from going down his dark path.
While Anakin had close relationships with many Jedi during his time in the Order, none of them was his closest ally. Ahsoka left him behind after the Order betrayed her, and Obi-Wan often sided with the Council over his friend. Rex did none of those things. He was committed to Anakin, and his loyalty never failed. He supported him without question and respected and admired him. The feelings were reciprocated, as Anakin also thought very highly of Captain Rex. The two of them made a dangerous duo against the Separatist forces throughout The Clone Wars.