There are three kinds of Protestant communities that developed out of the Church of England. The first are the Puritans, so-called because they did not like the Elizabethan Settlement and fought for a church that was more purely Calvinistic. These Christians were often persecuted, both under Elizabeth and certainly during the times when a Catholic monarch was on the throne. Many of them took refuge in Zurich, Geneva, or Holland, where they solidified their Calvinist doctrines. Some fled to the "New World" to practice their religion freely.
The first of these Puritan immigrants to North America were the pilgrims, who established the Massachusetts Bay Colony beginning in 1620. The churches established by these Puritans became Congregationalist, so-called because they believed that each congregation should remain autonomous and should not be under the authority of a higher institutional structure. They remained Calvinist in their theology.
Beginning in the 1800s some Congregationalists began to develop into Unitarians. The increasing influence of Enlightenment thinking, which placed a high value on human reason, made the Reformed doctrine of the radical fallen nature of humans seem implausible. Many Congregationalists began to believe that when doctrines contradicted reason it was a sign that the doctrines were outmoded and should be adjusted. (Luther felt that the fact that some doctrines contradict human reason—like the idea that Jesus is both fully human and fully divine, or that God is at one and the same time three persons but one God—confirmed the doctrines and demonstrated the fallibility of human reason.) The name "Unitarian" comes from the rejection of the doctrine of the Trinity (that God is both three and one).
The Unitarians also were reacting in part against a Calvinist revival led by George Whitefield and influenced by the stern Calvinism of Jonathan Edwards. Unitarians tend to want to reconcile religion with reason. They want to practice "the religion of Jesus" (in particular, his moral precepts) rather than "the religion about Jesus" (his supernatural resurrection and vicarious atonement for sin). William Emery Channing was one of their early leaders, and this movement was influential in the development of American transcendentalism, as embodied in such figures as Ralph Waldo Emerson and Henry David Thoreau.
A second branch of Christian community, the Baptists, also came from England and flourished in North America. They held many views in common with the Anabaptists, including the belief that individuals must reach the age of understanding before experiencing justification by faith and being baptized. Roger Williams was exiled from Massachusetts for his Baptist beliefs and established what became Rhode Island. Early American Baptists were often the most forceful proponents of the separation of Church and State, since in each colony or state with an established religion, they were in the minority, often not allowed to preach, and had to pay taxes to support the state church.
William Miller was a Baptist layperson who, in 1833, began to share his belief that a correct reading of biblical chronologies showed that Second Coming of Jesus would occur in or before 1843. The exact date of the Second Coming kept shifting. When a group of Millerites sold all they had and gathered on a hillside to await Jesus on March 21, 1844, they became known as the "Great Disappointed." But the failure of the Second Coming to occur on Miller's calculations did not disband the movement. Adventists (those who await the imminent return of Christ) stem from William Miller, as do Jehovah's Witnesses. Seventh-day Adventists believe that a strict reading of scripture requires celebrating the Sabbath on the seventh day, or Saturday, as is the practice in Judaism. (While Seventh-day Adventists and Jehovah's Witnesses both have their roots in William Miller's millennial movement, their belief systems have moved in radically different trajectories since then, enough so that they share very little core doctrine.)
Third, the Methodist Church developed out of the Church of England. With origins in a renewal movement within the Anglican Church, led by brothers John and Charles Wesley, it became in America (and eventually in England) a separate denomination, ordaining its own ministers. Wesley's reliance on lay preachers who did not stay in a single parish but rode a "circuit" among preaching points was well suited to the American frontier. Wesley's creation of small (usually twelve people) "classes" or groups of lay people who met together to study the Bible, share their faith journeys, and encourage each other to live holy lives, were adapted from German pietism, and proved remarkably effective at generating commitment to the movement.