Mockito 1.10.5 has introduced this feature.
For the code sample in the question, here is one way to capture the varargs:
ArgumentCaptor<String> varArgs = ArgumentCaptor.forClass(String.class);
A mock = Mockito.mock(A.class);
mock.setNames("Jeff", "Mike", "John");
Mockito.verify(mock).setNames(varArgs.capture());
//Results may be validated thus:
List<String> expected = Arrays.asList("Jeff", "Mike", "John");
assertEquals(expected, varArgs.getAllValues());
Please see the ArgumentCaptor javadoc for details.