How to use JUnit to test asynchronous processes

An alternative is to use the CountDownLatch class.

public class DatabaseTest {

    /**
     * Data limit
     */
    private static final int DATA_LIMIT = 5;

    /**
     * Countdown latch
     */
    private CountDownLatch lock = new CountDownLatch(1);

    /**
     * Received data
     */
    private List<Data> receiveddata;

    @Test
    public void testDataRetrieval() throws Exception {
        Database db = new MockDatabaseImpl();
        db.getData(DATA_LIMIT, new DataCallback() {
            @Override
            public void onSuccess(List<Data> data) {
                receiveddata = data;
                lock.countDown();
            }
        });

        lock.await(2000, TimeUnit.MILLISECONDS);

        assertNotNull(receiveddata);
        assertEquals(DATA_LIMIT, receiveddata.size());
    }
}

NOTE you can't just used syncronized with a regular object as a lock, as fast callbacks can release the lock before the lock's wait method is called. See this blog post by Joe Walnes.

EDIT Removed syncronized blocks around CountDownLatch thanks to comments from @jtahlborn and @Ring

You can try using the Awaitility library. It makes it easy to test the systems you're talking about.

If you use a CompletableFuture (introduced in Java 8) or a SettableFuture (from Google Guava), you can make your test finish as soon as it's done, rather than waiting a pre-set amount of time. Your test would look something like this:

CompletableFuture<String> future = new CompletableFuture<>();
executorService.submit(new Runnable() {         
    @Override
    public void run() {
        future.complete("Hello World!");                
    }
});
assertEquals("Hello World!", future.get());