There are a number of examples online which show how to generate HMAC MD5 digests in Java.

Unfortunately, most of them don't generate digests which match the digest examples provided on the HMAC wikipedia page.

HMAC_MD5("key", "The quick brown fox jumps over the lazy dog") = 0x80070713463e7749b90c2dc24911e275
HMAC_SHA1("key", "The quick brown fox jumps over the lazy dog") = 0xde7c9b85b8b78aa6bc8a7a36f70a90701c9db4d9
HMAC_SHA256("key", "The quick brown fox jumps over the lazy dog") = 0xf7bc83f430538424b13298e6aa6fb143ef4d59a14946175997479dbc2d1a3cd8

Here's a Java class which does. The trick is to do getBytes("ASCII") instead of UTF-8 (the default). Code courtesy of StackOverflow: http://stackoverflow.com/a/8396600 

import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.io.UnsupportedEncodingException;
import java.security.InvalidKeyException;
import java.security.NoSuchAlgorithmException;
 
public class HMAC {
 
  public static void main(String[] args) throws Exception {
    System.out.println(hmacDigest("The quick brown fox jumps over the lazy dog", "key", "HmacSHA1"));
  }
 
 
  public static String hmacDigest(String msg, String keyString, String algo) {
    String digest = null;
    try {
      SecretKeySpec key = new SecretKeySpec((keyString).getBytes("UTF-8"), algo);
      Mac mac = Mac.getInstance(algo);
      mac.init(key);
 
      byte[] bytes = mac.doFinal(msg.getBytes("ASCII"));
 
      StringBuffer hash = new StringBuffer();
      for (int i = 0; i < bytes.length; i++) {
        String hex = Integer.toHexString(0xFF & bytes[i]);
        if (hex.length() == 1) {
          hash.append('0');
        }
        hash.append(hex);
      }
      digest = hash.toString();
    } catch (UnsupportedEncodingException e) {
    } catch (InvalidKeyException e) {
    } catch (NoSuchAlgorithmException e) {
    }
    return digest;
  }
}

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