Ah, how I wish I could afford to go back to Austria. Spent about a month in Vienna with a trip down to the Austrian Tyrol during Uni. Next to Switzerland, that is the most expensive country to be a tourist in that I've ever visited.
Regarding your original question... The Protestant faith spread west largely via immigration. For instance, the USA was initially mostly protestant due to the immigration in the 1600s of Puritan Congregationalist Refugees in the Northern Colonies, Scottish and Northern Irish Presbyterians in the middle states and South, and French Huguenots throughout. In the 18th Century, with the rise of Methodism under Whitefield and Wesley, that spread quickly throughout the USA, particularly in the South and beyond the Allegeny mountains. The Baptists also really began to spread via church planting and missionary endeavors throughout the south in 17th century. English Anglicans were also present as settlers in the colonies from the 17th century onwards. Durung the mid to late 18th and 19th century America also experienced waves of immigration from German Lutherans (who settled predominantly in the North) Dutch Reformed and German Anabaptists (Amish, Mennonites, etc.)
Australia, is particularly interesting because there the Anglican church was established throughout the transportation period (the 1790s through 1850s) and many transported convicts tended to be Irish Catholics and Scots/Irish Presbyterians who after their period of imprisonment found themselves on the outs in Australian society not only because they were ex-convicts rather than voluntary colonists but also because they were not Anglicans. Thus began a long period of struggling to establish social equality rather than merely toleration.
The protestant faith spread South and East throughout Africa and Asia largely through missionary endeavors rather than immigration. The only place the Protestant denominations have never established much of a foothold are Eastern Europe and the Muslim nations of the 10/40 window where neither immigration nor missionary activity were really possible. Obviously this has changed somewhat with the fall of the Iron Curtain but the Muslim nations are still almost entirely closed. The only major exceptions to this rule being countries like Pakistan and Indonesia, but with the withdrawal of the colonial powers from those nations, Protestants in those countries have been subjected to increasing persecution.
For more info about major events in Protestant history, check out this helpful timeline:
Church History Timeline
