If you are a believer and you are already married to someone who is an unbeliever, God's Word tells you to stay married to your spouse (see 1 Cor. 7:12,13). If on the other hand, you are a single Christian who is considering getting married to an unbeliever, don't do it. God's Word says, "Do not be unequally yoked." (2 Cor. 6:14)
The most important relationship to a Christian of course is my relationship with Jesus Christ. Every other relationship is secondary. If a believer marries an unbeliever, he or she is choosing to ignore what God says about being unequally yoked. It is never smart to ignore God's Word, and that is certainly the case in a matter as foundational as marriage.