The doctrine of the imminency of the Return of Jesus is found throughout the New Testament. We are told to expect the imminent Return of the Lord Jesus. The Apostle Paul, to whom the Lord revealed so much, told us almost 2,000 years ago that the time is short (Romans 13:11-12, I Corinthians 7:29). The Apostle Peter concurred. (I Peter 4:7)
The early Church fathers were looking for the Lord's Return in their lifetimes. After many generations and a few centuries they lost hope of that imminent Return.
It is understandable that early theologians determined that the Church had misunderstood the concept of the Lord's imminent Return. By the Fifth Century A.D. Augustine (whose living was derived from the government Church) developed the theory that the Kingdom was to be here on Earth and was to be ministered over by the Church. Because the Jews caused the crucifixion of Jesus, Augustine believed that all the promises made by God to the Israelites had been taken from the Jews and given to the Church. He believed that the Church had replaced Israel.
This Replacement Theology is easily seen in the stance of the medieval Roman Church and the title taken by the Pope; Emperor of the Holy Roman Empire. The Kingdom was here and the Church was ruling over it.
When Martin Luther placed his 95 questions on the door of the Church in 1517, the result was the beginning of the Reformation. Luther was questioning issues of faith and forgiveness. He did not address the theology of the Church replacing Israel in God's Plan.
The many Protestant denominations that came from the Reformation continued the same Replacement Theology. As a result most Protestant denominations teach that the Church has received the promises given to Israel and that the Church will ultimately triumph over the World.
From this stance has come several ideas into which you may stumble.
Therefore the Protestant denominations that follow these ideas do not specifically teach the Rapture because they lump it in with the Return of the Lord Jesus, or even discount the concept as misunderstood. The Rapture and the Lord's Return are two separate events as discussed in What Is the Rapture?