The Watchtower website is currently highlighting the article "Are Jehovah's Witnesses a Protestant Religion?" from the The Watchtower November 1, 2009. It makes the following comment:
"Third, unlike the Protestant movement, which has splintered into hundreds of denominations, Jehovah’s Witnesses have maintained a united global brotherhood."
I have heard this comment from JWs as well. Surely, most JW's must know enough of their history to be aware of all the Bible Student groups that broke away after Russell's death, and all the new sects constantly rising since the time of the internet. A couple that come to mind are http://the-true-jw.oltenia.ro/index.html and www. christianwitnesses .com/