Just found this, and it's an interesting thread.
Katherine of Aragon would presumably have had the same trouble having children, but would have had the benefit of getting started some years earlier with a different husband. So it's possible she would have had a son who survived long enough to be king.
Of course, if she didn't... Henry would meanwhile have married someone else, with whom he would probably not have had the same fertility difficulties. If Katherine had the same problems with Arthur as she did with Henry, as far as having children went, then Henry and his children would have been next in line for the throne. So, one ironic possible consequence could have been a son of Henry ending up as King of England.
Then again, Arthur seems to have been more sensible than Henry, and, even if he ended up with only daughters, would probably have dealt with the problem better. If Arthur and Katherine had had a daughter and married her off early then they could have ended up with their grandsons on the throne, even if they didn't have sons.
If all of this had led to a king on England's throne rather than a queen at the time of Mary Queen of Scots, then the obvious outcome would have been for them to marry, so Scotland and England would have been unified earlier. Alternatively, if that marriage didn't happen, we could well have ended up in a situation where unification never happened, as the Tudor line probably wouldn't have run out of male heirs and so James VI wouldn't have become James I.
The most obvious difference is that England may well have remained Catholic. Even if we eventually became Protestant for different reasons, we wouldn't have had a Church of England, as such.
I don't know what else would have been different. I love counterfactuals.