This is pretty basic. He was searching for a male heir, and as his wives grew older and/or failed to produce a male heir, he got rid of them. The one that did produce an heir, Edward VI, died shortly after the birth, so Henry kept marrying in search of further heirs. He never had another (legitimate) child.

There is a nice mnemonic for remembering what happened to them: Divorced, beheaded, died, divorced beheaded survived.

In order, they are:
1 Catherine of Aragon - divorced and basically imprisoned by Henry. Mother of future Queen Mary.
2 Anne Boleyn - beheaded for treason (adultery). Mother of future Queen Elizabeth.
3 Jane Seymour - Seymour died of complications related to the birth of the future King Edward VI.
4 Anne of Cleves - divorced. She outlived everyone else. Eventually died during Mary's reign.
5 Catherine Howard - divorced and beheaded three months later for treason (adultery).
6 Catherine Parr - widowed by Henry VIII. Remarried, ended up giving birth to a daughter by a new husband and died from complications of childbirth.