import java.util.*;

class Demo extends Thread{

    private int data;

    public void run(){
        ask_for_data(new Runnable(){
            public void run(){
                on_data();
            }
        });
    }

    public void on_data(){
        System.out.println("Async callback: " + data);
    }

    public void ask_for_data(final Runnable callback){
        System.out.println("2");
        Runnable r = new Runnable(){
            public void run(){
                data = get_data();
                new Thread(callback).start();
            }
        };
        new Thread(r).start();
    }

    public int get_data(){
        try{
            Thread.sleep(1000);
        } catch (Exception e) {};
        return 42;
    }

    public static void main(String[] args) {
        Demo d = new Demo();
        d.start();
    }
}

simply pass an interface (callback implementation) to your runnable like this

interface Callback {
    void callback(); // would be in any signature
}

class MyThread implements Runnable {

    Callback c; 

    public MyThread(Callback c) {
        this.c = c;
    }

    public void run() {
        // some work
        this.c.callback(); // callback
    }
}