They didn't. The Maccabees were included in several lists of scripture canon by the early Church fathers, as mentioned, for instance, in:
A brief addition shows what books really are received in the canon. These are the things of which you desired to be informed verbally: of Moses, five books, that is, of Genesis, of Exodus, of Leviticus, of Numbers, of Deuteronomy, and Joshua, of Judges, one book, of Kings, four books, and also Ruth, of the prophets, sixteen books, of Solomon, five books, the Psalms. Likewise of the histories, Job, one book, of Tobit, one book, Esther, one, Judith, one, of the Maccabees, two, of Esdras, two, Paralipomenon, two books . . .
Did that happen? I was under the impression that 1) Only 2nd Maccabees was the subject of any controversy regarding its canon, and 2) 2nd Maccabees was written/added later than many other similar books, but stayed in the Christian Bible until the Protestant Reformation (and remains in Catholic Bibles to this day).
The early Christians didn't remove them: Martin Luther removed seven books from the Old Testament Canon, including the books of the Maccabees. His reasoning, depending on which document is consulted, was either that the originals were in Greek, and therefore not valid parts of the Jewish story, or that the Jews do not regard them as canonical, therefore Christians shouldn't, either. The argument that books like Maccabees are not legitimate parts of Jewish tradition is made all the more bizarre when you consider that Hanukkah is a Jewish holiday commemorating the re-dedication of the Temple during/after the Maccabeean revolt. The opening prayer for this Hanukkah even claims that it was decreed by God. He also wanted to remove the book of James from the New Testament, claiming he would give his doctoral cap to anyone who could reconcile James' teachings with Paul's. That suggestion was not received as well by his followers.
Some Protestant denominations keep these books (Maccabees, Judith, Tobit, Wisdom of Solomon, Sirach, and others) in a separate section of their Bibles called the Apocrypha, but Catholic and Orthodox Bibles retain the books in the standard Canons.
Here's a sort-of-easy-to-read chart depicting some of the intricacies of the current Christian and Jewish Biblical canons:
http://pdfcast.org/pdf/accepted-biblical-canon-by-different-traditions
Not only didn't they, but Catholics still consider it canonical. Here' the Catholic Encyclopedia on it: http://www.newadvent.org/cathen/03267a.htm and here's the actual text from the Council of Trent that discusses canonical books: http://history.hanover.edu/texts/trent/ct04.html
Here's an overview at wikipedia, which incliudes a brief discussion on the history of Catholic thought on it: http://en.wikipedia.org/wiki/Deuterocanonical_books
The books of Macabees and several other books were removed from the Protestant canon. Someone else may be able to speak to the exact reasons, but roughly it was because they had no Hebrew original, but existed only in Greek. For the same reason it hasn't been canonical in Judaism since at least the first century.