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We study the coupling between rotation and translation of a submerged cylinder in lubricated contact with a soft elastic substrate. Using numerical solutions and asymptotic theory, we analyze the elastohydrodynamic problem over the entire range of substrate deformations relative to the thickness of the intervening fluid film. We find a strong coupling between the rotation and translation of the cylinder when the surface deformation of the substrate is comparable to the thickness of the lubricating fluid layer. In the limit of large deformations, we show that the bodies are in near-Hertzian contact and cylinder rolls without slip, reminiscent of dry frictional contact. When the surface deformation is small relative to the separation between the surfaces, the coupling persists but is weaker, and the rotation rate scales with the translation speed to the one-third power. We then show how the external application of a torque modifies these behaviors by generating different combinations of rotational and translational motions, including back-spinning and top-spinning states. We demonstrate that these behaviors are robust regardless of whether the elastic substrate is thick or thin relative to the length scales of the flow.