In France it certainly did though it never achieved the success gained in England or the Holy Roman Empire. France had grown in size and population dramatically during the end of the 15th and 16th century, by 1600 it contained 19 million people. After Henri II's death in 1559 the government of France passed to his widow who acted as regent for several of his relatives, this proved to be extremely problematic as the nobility sought to re-exert itself after being weakened during the earlier growth.
Protestantism arrived in France in the form of the Huguenots, the French branch of Calvinism which attracted a number of noble converts from around 1560, however most remained Catholic and were bitterly opposed to the Huguenots against whom they fought a series of wars from 1562 onwards, known as the French Wars of Religion. The French Hugeunots were fundamentally weaker than their German counterparts who were far more autonomous within the Empire but not quite powerful or rich enough to provide their French Allies with enough soldiers to win a similar set of rights for themselves.
By the 1580s it was apparent that neither the Huguenots or the Catholic 'Holy Union' was strong enough to completely eradicate the other. Catholics were paticuarly worried as the only plausible heir to Henri III, the last Valois king, was Henri de Bourbon, King of Navarre and a Huguenot. Supported by the Spanish and other Catholic powers the Holy Union seized Paris in 1588 and after Henri II's assassination they began a vicious persecution of the Huguenots but were faced with the unfortunate reality that most moderate Catholics had now come to accept that Henri de Bourbon was the rightful heir to the throne. Henri cut the Gordian knot in July 1593, converting to Catholicism saying "Paris was worth a mass".
The Wars of Religion were brought to an end by the Edict of Nantes in 1598 which recognised Catholicism as the majority faith of France but simultaneously granted some freedoms to the Huguenots who by this stage numbered around 904,000 people, a much smaller proportion than that of Protestants in the Empire. Unlike the Peace of Augsburg in the Empire the Edict did not grant the Huguenot nobles any representation in French political institutions and they were not treated as equals as Lutherans were in the Empire.
The Edict left the Huguenots in an extremely vulnerable position, they were entirely reliant upon the monarchy for protection of their privileged status and yet it was clear that they were resented for this privilege with a growing movement of Catholic nobles arguing that divine will took precedence over matters of state and that respect could not be won from other Catholic powers while heretics were tolerated at home.
Richelieu, effectively first minister of France at this stage, recognised that the Huguenots were a threat to the monarchy both through their own search for power and through the resentment they created amongst Catholics. He personally seems to have had no real problem with a compromise for the greater good of France but hoped to increase the power of the monarch at their expense.
The Thirty Years War was beginning in the Holy Roman Empire and this led many Hugenouts to believe that their was a genuine European Catholic conspiracy to completely eradicate Protestantism, a belief also held by the Calvinists in the Palatinate. In December 1620 a Huguenot assembly convened in La Rochelle without Royal permission. They appealed to the English for aid and set about fortifying the city.
Open warfare flared in intermittent risings during the 1620's. Neither side was able to mobilise an especially large number of troops but the monarchy did 'win', capturing a number of strongholds but did not use too much force as they sought to foster acceptance for the dismantlement of Huguenot autonomy, pardons were issued to all who took up arms but land was not returned. By 1627 the Huguenots only really controlled La Rochelle which was besieged and ultimately fell after famine reduced its population from 27,000 to 8,000. The Huguenots who had not been exiled accepted the Grace of Alais which confirmed their religious rights but ended all their political autonomy and denied them the right to raise troops.
Ultimately the Huguenots failed in France because they lacked the numbers or autonomy that their German counterparts possessed and so were never able to carve out a settlement that recognised their religion as equal to the Catholics and allowed them to become integrated into the French political system.
I hope this helped, if there are any follow up questions I am more than willing to answer them.
In Spain, the Catholic Reformation started before Martin Luther was even born (1483). It was much more controlled and focused on fixing corruption and practices that deviated from orthodoxy.
Isabella became queen in 1474 and set out to reform the church right away. Unlike Luther, her goal was not to reform doctrine but to fix church corruption. She employed the help of her confessor, Francisco Jimenez de Cisneros, who had actually been previously been imprisoned for refusing to take part in church corruption. They visited strategically important monasteries and convents to get them to renew their monastic vows and rededicate themselves to obedience. They punished anyone who refused them. Pope Alexander VI supported the queen in her actions as he was concerned with what the political consequences would be if he didn't -this leads to Isabella's control of the Inquisition instead of the pope.
Jimenez and Isabella were both notable scholars at the time. They commissioned a multilingual edition of the bible in Hebrew, Greek, and Latin that was officially published in 1520 and encouraged the clergy to study the scriptures diligently. In some ways, this helped stave off Luther's reformation because Spanish scholars were given a tool to directly study the scriptures. There still wasn't much room for religious tolerance though, as Jimenez and and Isabella only allowed biblical scholastic pursuits if they helped the church fix corruption. Any attempt to reform doctrine itself would be met with punishment.
Now, as I said earlier, Pope Alexander VI relinquished the power over the Inquisition to Ferdinand and Isabella. They appointed Tomas de Torquemada to oversee the Inquisition in Castile. Torquemada was rigid in keeping orthodoxy. He went after Jews and Muslims forcing them to be baptized or face exile. The Inquisition then turned its attention to finding all new converts who weren't adhering completely to Catholic Orthodoxy and still keeping with some of their old religious traditions. This is eventually used as a tool against Protestants, although not nearly to the same extent as it was against secret Jews and Muslims. At the end of the day there just wasn't any room for religious reformers to challenge doctrinal tradition following Isabella's catholic reformation because doctrine was strongly protected by the crown. In the mid-16th century, the Inquisition also started producing indexes of banned books that challenged orthodoxy in any way -many of which were protestant.
Most of this info is from 'The Story of Christianity' by Justo Gonzalez.
Protestantism did take hold in France, in a big way. Big enough for a major religious war, which was settled by an edict of toleration that allowed French Protestants (Huguenots) to practice their religion freely for almost 100 years. The revocation of this edict by Louis XIV caused a wholesale emigration of the Huguenots, to the detriment of France and the profit of the many countries who took them in. For example, the Swiss watch-making industry has its origin in the settling of French craftsmen in and around Geneva.