The hard work and bloody battles of the Protestant Reformation took place in sixteenth century Continental Europe. It's principle hero was Martin Luther, and the origins of modern Protestantism can be traced to Lutheran protesters at the second Diet of Speyer in 1529. The Catholic church reneged on a pledge to tolerate the minority, upon which all hell broke loose. Thus to be Protestant is to be willing to challenge the status quo, and to have the courage to buck a system steeped in its own bullshit.
The struggle of Martin Luther and the Lutherans really can be compared to that of Martin Luther King and the Civil Rights movement in the twentieth century. In both cases a poorly treated minority stood up to a very large, very corrupt institution; in both cases the minority held the moral high ground; and in both cases the struggling minority won.
Luther opened the door to religious reform in Germany, at the time loose collection of principalities. The movement spread through the continent as other reformers -- Zwingli in Switzerland, Calvin and D'Etaples in France, and many others --laid the groundwork for the new churches. Since the Scandinavians were geographically removed from the front lines of the struggle, it was easier for them to recreate themselves as nominally Protestant, independent states.
Britain is a unique case, since its break with Catholicism was grounded more in politics than theology. The Anglican church occupied a middle ground between Luther and the Vatican. Of course, many Britons wanted full reform on the continental model, which led to decades of political turmoil, civil war, and the exodus to America.
Besides being an expression of raw imperialism, America was intended to be a sort of Protestant Holy Land. And for most of its history, it was exactly that. Remember, the original generation of reformers fought bitterly against the Catholics, and as often than not paid with their blood. America was the place where Protestants of all denominations could live and prosper in peace. In fact, the country was open and welcoming to anybody not intending to ram a Holy Roman agenda down anyone's throat.
I think if the founding fathers could see twenty-first century America, they would be struck by the rampant Catholicism of our times -- the preponderance of Catholic schools, Catholic institutions, Catholic judges, Catholic lawmakers. In keeping with a basic Protestant precept, the founders intended the United States to be inclusive and tolerant. But I think they would be disturbed that their Protestant Holy Land should be usurped by the very thing the nation was built in opposition to.
In the centuries following the Reformation, the intellectual refinement of Protestantism continued to develop in Continental Europe. Some of the most rigorous and independent thinkers in the western world were Protestant theologians: Hegel, Weber, Schleiermacher, Nietzsche, Jung. It would appear that Europe has benefitted from such a wealth of heavyweight thinkers. One can only wonder how America, the Protestant Holy Land, became so disconnected from its theological roots. Where are the great Protestant scholars? Billy Graham? Too churchy. Pat Robertson? Give me a break. The best ones we have are Bill Moyers and Jimmy Carter, and even they are not universally recognized as such.