First is Catherine of Aragon. Since she had not given him a male heir, and since his mistress Anne Boleyn was so much hotter than her, he tried to have their marriage annulled. The Catholic church was having none of that, so he formed his own church, kicked Catherine out of court, and married his mistress anyway.
When Anne also failed to produce a male heir, and when Henry found a new woman he liked more, Jane Seymour, he had Anne arrested on false charges of witchcraft and killed, so he could be free to pursue the new relationship. (I'm sensing a pattern here.)
Jane gave birth to a son, Edward VI, but unfortunately died in childbirth. Henry honored her by giving her a queen's funeral (even though she was never officially crowned), and he asked to be buried beside her upon his death.
Three years later he married Anne of Cleves (I misspelled it in the drawing), but when he met her in person he thought she looked like a horse, divorced her almost immediately, and sent her off to live in a castle for the rest of her days.
Next, he fell in love with and married the young Kathryn Howard. She was later beheaded on charges of adultery and pre-marital relations, although chances are she may also have been a victim of politics and male privilege, like Anne.
Henry's last wife was Katherine Parr, who had the good fortune to outlive him.
(Various spellings of "Catherine" were used interchangeably back then. I have chosen to use the spellings from each woman's signature. I figure if that's what they wrote, that's what they'd want to be remembered as.)
[Source: Most of this I learned from history classes or from trips to England with my family, but I used Wikipedia to double-check my memory.]