Is there anything like .NET's NotImplementedException in Java?

Commons Lang has it. Or you could throw an UnsupportedOperationException.

I think the java.lang.UnsupportedOperationException is what you are looking for.

As mentioned, the JDK does not have a close match. However, my team occasionally has a use for such an exception as well. We could have gone with UnsupportedOperationException as suggested by other answers, but we prefer a custom exception class in our base library that has deprecated constructors:

public class NotYetImplementedException extends RuntimeException
{
    /**
     * @deprecated Deprecated to remind you to implement the corresponding code
     *             before releasing the software.
     */
    @Deprecated
    public NotYetImplementedException()
    {
    }

    /**
     * @deprecated Deprecated to remind you to implement the corresponding code
     *             before releasing the software.
     */
    @Deprecated
    public NotYetImplementedException(String message)
    {
        super(message);
    }
}

This approach has the following benefits:

1. When readers see NotYetImplementedException, they know that an implementation was planned and was either forgotten or is still in progress, whereas UnsupportedOperationException says (in line with collection contracts) that something will never be implemented. That's why we have the word "yet" in the class name. Also, an IDE can easily list the call sites.
2. With the deprecation warning at each call site, your IDE and static code analysis tool can remind you where you still have to implement something. (This use of deprecation may feel wrong to some, but in fact deprecation is not limited to announcing removal.)
3. The constructors are deprecated, not the class. This way, you only get a deprecation warning inside the method that needs implementing, not at the import line (JDK 9 fixed this, though).

In the spirit of Stackoverflow being a combination of Reddit and Wikipedia, here's some additional information, which is relevant to the question, and can also be an answer to the question.

When you ask NetBeans IDE to create a missing implementation, it uses a UnsupportedOperationException:

void setPropertiesWithReader(IDataReader rdr)
{
   throw new UnsupportedOperationException("Not supported yet."); // Generated from nbfs://nbhost/SystemFileSystem/Templates/Classes/Code/GeneratedMethodBody
}

If it's good enough for NetBeans, it's good enough for us.