By the late sixteenth century, the lines of division within western Christianity were permanently drawn. Christianity was (and remains, although the enmity between the different groups is much less pronounced in the modern era) divided as follows:
The Catholic (Roman/Latin) Church
The Catholic Church remained dominant in almost all of southern Europe, including Italy, Spain, Austria, parts of the Balkans, and kingdoms like Poland as well. Catholic minorities existed either openly or in secret depending on the relative hostility of the local rulers throughout much of the rest of Europe.
The Eastern Orthodox Church
The Orthodox Church was the product of medieval divisions within the Church itself, pitting the western papacy against the Byzantine emperors. It was unaffected by the Protestant Reformation, since the Reformation occurred in Western Europe. Thus, the Orthodox church remained in place in Greece, parts of the Balkans, and Russia.
The Protestant Churches
"Protestant" came to mean all of the different groups that broke away from the Catholic Church in the sixteenth century. These denominations included Lutheranism, Calvinism, Anglicanism, and other (generally smaller and less historically significant at the time) denominations like Anabaptism. Protestant churches dominated in northern Europe, including much of Germany, the Scandinavian countries, Switzerland, England and Scotland. There was also a very significant minority of Huguenots - French Calvinists - in the southern half of France.
Image Citations (Wikimedia Commons):
Luther - Public Domain
Diet of Worms - Public Domain
Calvin - Public Domain
Henry VIII - Public Domain