You'll need to use the FileSystem object and perform some logic on the resultant FileStatus objects to manually recurse into the subdirectories.
You can also apply a PathFilter to only return the xml files using the listStatus(Path, PathFilter) method
The hadoop FsShell class has examples of this for the hadoop fs -lsr command, which is a recursive ls - see the source, around line 590 (the recursive step is triggered on line 635)