Chapter J2EE.3 of the j2ee 1.4 spec http://java.sun.com/products/j2ee/ (includes a simple example)
Chapter 21 of the EJB spec http://java.sun.com/products/ejb/docs.html
Chapter SRV.12 of the servlet spec http://java.sun.com/products/servlet/download.html
See also JAAS http://java.sun.com/products/jaas/ , overview whitepaper: http://java.sun.com/security/jaas/doc/acsac.html

J2ee security can be implemented either as declarative (i.e. entirely in configuration files) or programmatic (i.e. implemented in code, using the Sun API's). Declarative is recommended.

The Sapient j2ee framework called "Carbon" has a security module that looks pretty good. Nice intro page.

Concepts

Subject - defined by JAAS as "any user of a computing service." Maps roughly onto Martin Fowler's idea of a "party." http://java.sun.com/j2se/1.4.2/docs/api/javax/security/auth/Subject.html

Principal - an entity (person or group) that can be authenticated, in fact a name that a Subject uses to interact with a service. Each user of the system will typically have a set of Principals which they use to interact with the system. A principal has a Principal Name and Authentication Data. http://java.sun.com/j2se/1.4.2/docs/api/java/security/Principal.html

Credentials - data or attributes used to authenticate a Principal. Sun doesn't define any specific class to represent credentials, coders can use any object they want.

Realm - a set of security policies. Users belong to one realm. The default realm always exists.

Group - a user can be a part of a J2EE group, which is a type of principal. A J2EE group's scope is the entire J2EE environment. http://java.sun.com/j2se/1.4.2/docs/api/java/security/acl/Group.html

Security Role - similar to a group, but scope is only within a single application. Roles are declared in the ear file. Each Principal is mapped into one or more roles.

There are two approaches to authorization: capabilities and permissions. Capabilities are user-oriented, i.e. the user can do this or that but not the other. Permissions work the other way. i.e. for this method on this EJB, only these roles can call it.

Servlet

Servlet security can be declarative (in web.xml) or procedural. For procedural security see HttpServletRequest, especially the getUserPrincipal() and isUserInRole() methods here.

EJB

EJB security can be declarative (in ejb-jar.xml) or procedural. For procedural security see EJBContext, especially the getCallerPrincipal() and isCallerInRole() methods here.

Implementation

http://www.developer.com/java/ejb/article.php/3077421 - how-to using JBoss and LDAP