Briefly, the Roman Catholic Church wasn’t formed until about 451 AD. Before then, during the days of the apostles, there were house churches and city churches. The apostles were traveling from city to city sharing the love of God with the people and setting up churches in the cities that they visited. They shared the Word of God with the Churches, and these Words are what we eventually formed to be our Bible.
Eventually, after the apostles, the big city churches got more powerful in influence of Church regulations, and 4 strong and powerful city churches emerged. One was the Church in Constantinople, one in Rome, one in Alexandria, Egypt, and one in Jerusalem. The ones in the East were closer together and when they had disputes, they would go to the Rome Church to help to settle the dispute. The Roman church got more and more influential and powerful and eventually developed into what we know as the Roman Catholic Church. Regrettably, it was a political move more than it was a spiritual move. Finally we had: the Church of the East (Damascus), the Egyptian church, Eastern Orthodox (Constantinople) and the Roman Catholic church. In 1054 the Eastern Orthodox and Roman Catholic broke fellowship with each other.
Calvin and Luther were some of the first that broke away from this Catholic Church in Europe. This began in 1517 when Luther posted his theses (protests) on the door of the church where he was pastor. Some of our protestant denominations are a break off of these two, but not all of them. The people in England formed the Anglican church. These three are called state churches because the churches are supported by the state and are under state control.
Many of the denominations today, such as Methodist, Baptist, Quaker, Mennonite, Nazarene, etc. have separated from the three state churches. A few simply were formed in the absence of any “parent” church.
There were other religions that developed, but not Christian. There is a pretty good Church history book by Shelly that you may enjoy reading. It is called Church History in Plain Language. You can find it in a Christian bookstore, if you are interested.