Please keep in mind that the answers here assume that the length of the file is less than or equal to Integer.MAX_VALUE
(2147483647).
If you are reading in from a file, you can do something like this:
File file = new File("myFile");
byte[] fileData = new byte[(int) file.length()];
DataInputStream dis = new DataInputStream(new FileInputStream(file));
dis.readFully(fileData);
dis.close();
Java 7 adds some new features in the java.nio.file package that can be used to make this example a few lines shorter. See the readAllBytes() method in the java.nio.file.Files class. Here is a short example:
import java.nio.file.FileSystems;
import java.nio.file.Files;
import java.nio.file.Path;
// ...
Path p = FileSystems.getDefault().getPath("", "myFile");
byte [] fileData = Files.readAllBytes(p);
Android has support for this starting in Api level 26 (8.0.0, Oreo).