Lutheranism managed to expand from the HRE to Escandinavia, calvinism in his different forms made itself prevalent in the Netherlands, Geneva, Scotland and some parts of France, and even England had his own reformation with Henry VIII. But how is it that the reformation didn't expand to Eastern Europe, or, if it did, how is it that it wasn't as succerful there? How did the orthodox churces see this split in the catholic world?
To the absolute contrary, the Protestant Reformation spread like wildfire in Eastern Europe, and it remained a haven for Protestantism throughout the Turkish occupation.
The Ottoman Turks first prominently invaded the Balkans and Eastern Europe in 1396, and they controlled most of Hungary, Croatia, Serbia, Transylvania, Wallachia, and Moldavia until 1699. The ironic thing, though, is that the Ottoman Turks, who were obviously Muslim, had no stake in Catholic versus Protestant ideological disputes. Ottoman rulers didn't care what religion their European subjects practiced, as long as those subjects paid their annual monetary tribute to the sultan in Constantinople. Thus, eastern Europeans practiced Lutheranism, Calvinism, and Unitarianism somewhat peacefully for centuries between 1500 and 1800. ("Somewhat peacefully" is a little bit of a misnomer. It's more accurate to say that of the top 10 reasons eastern Europe was an impoverished, violent hellscape for most of the early modern era, Catholic-Protestant religious disputes were 9th or 10th on that list, well below crusades, Ottoman-Habsburg wars, the Black Death, and a legal code that treated peasants as literal chattel slaves.)
Martin Luther started the Protestant Reformation in 1517, and Lutheranism was fully entrenched in Hungary by 1541 (just 24 years later). Nobleman, Renaissance scholar, war hero, and devout Lutheran Thomas Nádasdy published the first book in the Hungarian language in 1541, a translation of the New Testament. Within a couple decades after Zwingli founded Calvinism, Calvinist scholars had turned the city of Debrecen in Hungary into "Calvinist Rome" because it was such a hub for Calvinist scholarship, debate, and culture. Today, Debrecen still operates Hungary's oldest printing press, which has been continuously churning out books since 1561.
At least partly due to its relative population sparsity, eastern Europe was much more religiously diverse than western Europe. (When there are fewer people around and more room to found new towns, you tend to see less uniformity of belief.) Despite its overall diversity, eastern Europe was segregated by ethnicity and religion. In Transylvania, for example, people were divided into Saxon (German) Lutherans in free Saxon towns like Schäßburg (Sighisoara, Romania), Hermannstadt (Sibiu, Romania) and Kronstadt (Brasov, Romania). Ethnic Romanians, who were generally enslaved peasants who worked the estates of Hungarian nobles, were usually Orthodox Christian. Hungarian nobles who ruled in Hungary and Transylvania were usually Lutheran, Calvinist, or Catholic. Even though all these peoples were mixed within the polity of Transylvania, they were highly segregated by ethnicity and class, which resulted in religious segregation as well.
When the Catholic Habsburgs went to war with the Muslim Ottoman Turks, as they did on and off between 1396 and 1699, Protestant Hungarians and Transylvanians usually sided with their Christian brethren against the Muslim invaders. There were notable exceptions to this rule, though. In 1604, the Transylvanian and Hungarian diets (parliaments) named Stephen Bocskay Prince of Transylvania and Prince of Hungary, and he led a violent, proto-nationalist Hungarian rebellion against their Habsburg overlords. Bocskay, a devout Calvinist, rebelled against the (Catholic) Holy League's atrocities against Hungarians during the Fifteen Years War. The Ottoman Turks supported Bocskay in his rebellion and sent him a gorgeous crown as a symbol of Turkish approval of his rule in Hungary and Transylvania. Bocskay did not accept the crown from the Muslim "infidels," but he did accept their political and military support for his cause against the Catholic Habsburgs. Although this violence had a strong Protestant versus Catholic flavor to it, it is impossible to disentangle the religious elements from its reality as a Hungarian versus Austrian political conflict.
Sometimes, Protestants took sides in Habsburg-on-Habsburg conflict if one side was more tolerant of Protestants than the other. In 1608, Matthias II von Habsburg, King of Hungary, imprisoned and dethroned his brother the Holy Roman Emperor, Rudolf II von Habsburg. Matthias then ascended to Holy Roman Emperor in 1612. Despite the fact that Matthias, like all Habsburgs, was Catholic, he successfully dethroned his brother with the support of Protestant Hungarian nobles, who were angry at the regional governor's pro-Catholic propaganda and pogroms in Royal Hungary. (The governor in question was Ferdinand II von Habsburg, who would be Holy Roman Emperor after Matthias. Ferdinand II was well-known for his intolerance of non-Catholic ideology and his violent, inquisitorial tactics to achieve religious "unity.")
This pro-Catholic violence, which we in the 21st century call the Counter-Reformation, was only a prelude to the Thirty Years War between 1618 and 1648. Although the War was nominally a violent clash between Protestant powers and Catholic Austria/Holy Roman Empire, it was really a continuation of centuries of political conflict between the Habsburgs and France. Nevertheless, the relevance to this question is that Protestantism grew so powerful in Bohemia (today, the Czech Republic), Sweden, Hungary, Transylvania that they (along with many other allies) held their own against the might of the Habsburg Holy Roman Empire for 30 years. The Thirty Years War was the most destructive conflict Europe had ever seen, and retained that dubious superlative until World War II (even WWI was less violent in terms of deaths per capita in Eastern Europe than the Thirty Years War!).
TL;DR: there were, and are, tons of Protestants living in Eastern Europe.
Eastern Europe has been a haven of Protestantism ever since the start of the Protestant Reformation, at least partly due to the Ottoman Turks' ambivalence toward Christian doctrine while the Turks ruled Hungary, Transylvania, Croatia, Serbia, Wallachia, and Moldavia from the 1400's to the 1800's.
Although the Catholic Habsburgs were usually more concerned with expelling the Muslim Turks from eastern Europe and the Balkans than they were with persecuting Protestants, violence between Protestants and Catholics was not uncommon.
The Thirty Years War was the most prominent conflict between Protestants and Catholics. It absolutely devastated the German population.
If you ever have a chance to visit the gorgeous Reformed Church in Debrecen, Hungary, do it!
Sources:
Daniel, David P. The Fifteen Years War and the Protestant Response to Habsburg Absolutism in Hungary.
Molnar, Miklos. A Concise History of Hungary.
Wilson, Peter H. Heart of Europe: A History of the Holy Roman Empire.
Wilson, Peter H. The Thirty Years War: Europe's Tragedy.
History of Transylvania, Vol. I: From the Beginning to 1606. Edited by Laszlo Makkai and Andras Mocsy.
Cross and Crescent: The Turkish Age in Hungary (1526-1699). Edited by Encyclopaedia Humana Hungarica.