He was originally a human born in the late 20th century who grew up with his father in Leadworth ("Let's Kill Hitler", "Dinosaurs on a Spaceship" etc.). However, he died in "Cold Blood", and was erased from time by a crack. But then he was brought back as an Auton by the Nestene Consciousness based on Amy's memories and a photo in her room of her and Rory in dress up, Rory being dressed up as a Roman Centurion. Because of the strength of Amy's memories, Rory was brought back with a mind of his own and was able to try and resist the will of the Consciousness when it was controlling all the other Roman Centurion Autons. He was the only one remaining once the Doctor was imprisoned in the Pandorica and all the rest disappeared, hence the nickname "The Last Centurion" ("The Pandorica Opens"). When the universe was reset in "The Big Bang", Rory was brought back as a human in his original 21st century form by Amy's memories, but could still remember the time spent as an Auton. This is why he is referred to as a centurion despite having grown up in 20th/21st century England with his father.