This one of those subjects were as with most TYW subjects hard facts from the primary sources are elusive at best, almost impossible to find at worst.
The Dutch started out 10 ranks deep at the start of the century but soon adapted a thinner formation 5 ranks deep.
As always the Imperial & Leaugist army is the great enigma, secondary sources suggest everything from 6 to 12 ranks deep (or more in the most poorly research works)
The various German Protestant states most likely kept to the 10 ranks deep formations adopted in the early part of the Century from the Dutch.
The Swedes did indeed start out using a 6 ranks deep formation, at Lutzen they deployed in 3 ranks, for the next few years we simply don't know. By 1636 the 3 ranks deep formation was standard.
It should be noted that as with the Dutch the Swedes retained the deeper formantion for a lot of their movement on the battlefield. The 6 ranks deep formation was still used in the Scanian war of the 1670's for this very reason.
The offical Danish regulations laid down a depth of 5 ranks for the cuirassiers. This was based on Dutch practice.
Many, perhaps all of the Arkebusier regiments retained the 'North German' habit of deploying 10 ranks deep. (The Arkebusiers were recruited in much larger companies and lacked the officers necessary to use Dutch style formations)
For the later period of the war we have Montecuccoli's summary written 1639-1641 while he was held prisoner by the Swedes.
According to him the following depths were used
Swedes: 3 ranks
Imperials: 4 or 5 ranks
Dutch: 5 ranks
French 8 ranks