Clojure vector, set and list classes implement the java.util.Collection interface and ArrayList, HashSet and LinkedList can take a java.util.Collection constructor argument. So you can simply do:
user=> (java.util.ArrayList. [1 2 3])
#<ArrayList [1, 2, 3]>
user=> (.get (java.util.ArrayList. [1 2 3]) 0)
1
Similarly, Clojure map class implements java.util.Map interface and HashMap takes a java.util.Map constructor argument. So:
user=> (java.util.HashMap. {"a" 1 "b" 2})
#<HashMap {b=2, a=1}>
user=> (.get (java.util.HashMap. {"a" 1 "b" 2}) "a")
1
You can also do the reverse and it is much easier:
ser=> (into [] (java.util.ArrayList. [1 2 3]))
[1 2 3]
user=> (into #{} (java.util.HashSet. #{1 2 3}))
#{1 2 3}
user=> (into '() (java.util.LinkedList. '(1 2 3)))
(3 2 1)
user=> (into {} (java.util.HashMap. {:a 1 :b 2}))
{:b 2, :a 1}