From the New York Times:

Mitt Romney will deliver a speech entitled “Faith in America,” addressing his Mormon religion, on Thursday at the George H.W. Bush Presidential Library in College Station, Tex.
His campaign is describing the address as an opportunity for Mr. Romney to “share his views on religious liberty, the grand tradition religious tolerance has played in the progress of our nation and how the governor’s own faith would inform his presidency if he were elected.”
Mr. Romney personally made the decision to give the speech last week, feeling it was the right moment to do so, his advisers said. After he decided he would make it, the campaign consulted with former President Bush’s library, which invited him to deliver it there.