Rough-and-Ready Reformation History
Feel free to offer corrections (but not expansions!) This was an attempt to explain the origins of denominations in just a few short paragraphs. So it's obviously simplified and generalized...
At the Reformation (1520-1650) the Lutherans began in Germany, following Luther. The Reformed began primarily in France, Switzerland, Netherlands, and Scotland, following John Calvin. In the same European countries, some wanted a more radical break with Rome than Luther and Calvin were doing. These Anabaptists would rebaptize people coming out of the Catholic church (Luther/Calvin would not). Anabaptist is just Greek for "rebaptize." Some of the roots of the Baptists and Congregationalists come from these anabaptists, although they are NOT the same thing, in spite of the close name. (The Amish and Quakers are more direct descendants of the anabaptists.)
In England, the reformation was more political at first, so not much changed from Roman Catholic practice. They just kept doing basically the same thing as Rome, but declared independence from Roman authority. This was the Anglican Church - in America it is the Episcopalians. Others in England wanted to go in Calvin's direction, and usually had to separate from the state Anglican church to do it, as using the prayer book was enforced closely. (The prayer book had/has theology in it that is too Catholic for Protestants). From these Calvinist separatists came the Pilgrims that went to Holland, then to Plymouth on the Mayflower. Both these separatists and the Reformed on the European continent were presbyterian in government.
Later in England, John Wesley came along and stressed personal piety in reaction to the mostly spiritually dead state church. His Methodist Bible studies quickly became a movement in itself. Wesleyans, Congregationalists and Methodists come from this stream. He made many important points and fought for revival well. Argued that being a baptized member of a church doesn't guarantee salvation. An obvious point today, but controversial then, that's how corrupt the church was. On the other hand, Reformed folk tend to say that this pietist stream overreacts and makes our personal devotions into religious works in which they effectively (though they may not realize it or admit it) trust for their salvation, instead of trusting in Christ.