Blade,
Don't you know that the Baptist church started with John the Baptist?
Seriously, denominations as we know them today in a situation where the freedom to choose a church was was widespread probably started in the USA with disestablishment since prior to that there were state churches. Or you could go back to the English Separatists or dissenters who separated from the Church of England or those in other countries who separated from the established church. It really depends on definition, I suppose. You could go back to the Great Schism between Rome and the Eastern Orthodox 11th Century.
Christian denomination - Wikipedia, the free encyclopedia