A simple example that uses HttpClient to perform interactive authentication.

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import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStreamReader;

import org.apache.commons.httpclient.Credentials;
import org.apache.commons.httpclient.HttpClient;
import org.apache.commons.httpclient.NTCredentials;
import org.apache.commons.httpclient.UsernamePasswordCredentials;
import org.apache.commons.httpclient.auth.AuthScheme;
import org.apache.commons.httpclient.auth.CredentialsProvider;
import org.apache.commons.httpclient.auth.CredentialsNotAvailableException;
import org.apache.commons.httpclient.auth.NTLMScheme;
import org.apache.commons.httpclient.auth.RFC2617Scheme;
import org.apache.commons.httpclient.methods.GetMethod;

/**
 * A simple example that uses HttpClient to perform interactive
 * authentication.
 *
 * @author Oleg Kalnichevski
 */
public class InteractiveAuthenticationExample {
    
    /**
     * Constructor for InteractiveAuthenticationExample.
     */
    public InteractiveAuthenticationExample() {
        super();
    }
    
    public static void main(String[] args) throws Exception {
        
        InteractiveAuthenticationExample demo = 
                new InteractiveAuthenticationExample();
        
        demo.doDemo();
    }
    
    private void doDemo() throws IOException {
        
        HttpClient client = new HttpClient();
        client.getParams().setParameter(
                CredentialsProvider.PROVIDER, new ConsoleAuthPrompter());
        
        GetMethod httpget = new GetMethod(
                "http://target-host/requires-auth.html");
        
        httpget.setDoAuthentication(true);
        
        try {
            
            // execute the GET
            int status = client.executeMethod(httpget);
            // print the status and response
            System.out.println(httpget.getStatusLine().toString());
            System.out.println(httpget.getResponseBodyAsString());
            
        } finally {
            
            // release any connection resources used by the method
            httpget.releaseConnection();
        }
    }
    
    public class ConsoleAuthPrompter implements CredentialsProvider {
        
        private BufferedReader in = null;
        public ConsoleAuthPrompter() {
            super();
            this.in = new BufferedReader(
                    new InputStreamReader(System.in));
        }
        
        private String readConsole() throws IOException {
            return this.in.readLine();
        }
        
        public Credentials getCredentials(
                final AuthScheme authscheme,
                final String host,
                int port,
                boolean proxy)
                throws CredentialsNotAvailableException {
            
            if (authscheme == null) {
                return null;
            }
            
            try{
                
                if (authscheme instanceof NTLMScheme) {
                    
                    System.out.println(host + ":" + port + 
                            " requires Windows authentication");
                    
                    System.out.print("Enter domain: ");
                    String domain = readConsole();
                    System.out.print("Enter username: ");
                    String user = readConsole();
                    System.out.print("Enter password: ");
                    String password = readConsole();
                
                    return new NTCredentials(user, password, host, domain);
                    
                } else
                    
                    if (authscheme instanceof RFC2617Scheme) {
                    
                        System.out.println(host + ":" + port + 
                            " requires authentication with the realm '"
                            + authscheme.getRealm() + "'");
                        
                        System.out.print("Enter username: ");
                        String user = readConsole();
                        System.out.print("Enter password: ");
                        String password = readConsole();
                    
                        return new UsernamePasswordCredentials(
                                user, password);
                        
                    } else {
                    
                        throw new CredentialsNotAvailableException(
                                "Unsupported authentication scheme: " +
                            authscheme.getSchemeName());
                    }
                
            } catch (IOException e) {
                throw new CredentialsNotAvailableException(
                        e.getMessage(), e);
            }
        }
    }
}

Source: Apache HttpClient