Yes, the Louisiana governor and potential Republican VP nominee participated in an exorcism in college.  In an essay that he wrote in 1994, he claims that the exorcism cast out the supernatural spirit in his friend and cured her cancer. Read this post from TPM for all the hilarious/scary details.

I try to keep an open mind to all religions and non-religions - but I have to say, this is just plain crazy. Maybe I'm being picky, but I don't want the vice-president of my country to believe that an exorcism can cure cancer. I want him or her to believe that scientific research will lead to a cure for cancer.