Answer:
Protestantism was most widespread in northern Europe -- Germany, Scandinavia, England. Switzerland had much Protestantism also in some cantons due to the influence of reformers like Zwingli and Hus.
Proximity to Rome was one factor. The Italian states remained within the Catholic fold.
Political factors also made a difference. In states with a strong central monarch that was Catholic (such as Spain or France), the country was maintained as a Catholic territory. In regions where individual princes had more autonomy--such as Germany--there could be Protestant growth principality by principality. And where there were strong monarchs who wanted independence from Rome's authority, such as England, Protestantism held more sway also.