When using OpenSAML 3, you must first load components from the opensaml-saml-impl artifact with the following line of code:
InitializationService.initialize();
This uses java.util.ServiceLoader to load any type which implements Initializer.
When I write a test and run it with mvn integration-test, this works fine, and I can see that everything has loaded:
Assert.assertTrue(
    XMLObjectProviderRegistrySupport
        .getUnmarshallerFactory()
        .getUnmarshallers()
        .size() > 400);
However, my project uses maven-shade-plugin. The condition above is not true if I package the code into an uber-jar:
mvn package
java -jar /path/to/my.jar
In this case I observe that only 9 unmarshallers have loaded (those in opensaml-core, as opposed to those in opensaml-saml-impl. However, when I watch the output of mvn package, I can see that the types are included in the shaded jar:
[INFO] Including org.opensaml:opensaml-saml-impl:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-profile-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-messaging-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-saml-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-xmlsec-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-soap-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-storage-api:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-security-impl:jar:3.2.0 in the shaded jar.
[INFO] Including org.opensaml:opensaml-security-api:jar:3.2.0 in the shaded jar.
I can work around this issue with the following dumb code:
private static void initManuallyInsteadOfWithInitializationServiceSoThatMavenShadePluginDoesNotRemoveThem() throws InitializationException {
    new ApacheXMLSecurityInitializer().init();
    new ClientTLSValidationConfiguratonInitializer().init();
    new GlobalAlgorithmRegistryInitializer().init();
    new GlobalParserPoolInitializer().init();
    new GlobalSecurityConfigurationInitializer().init();
    new JavaCryptoValidationInitializer().init();
    new SAMLConfigurationInitializer().init();
    new org.opensaml.core.xml.config.XMLObjectProviderInitializer().init();
    new org.opensaml.xmlsec.config.XMLObjectProviderInitializer().init();
    new XMLObjectProviderInitializer().init();
}
This utterly defeats the point of the plugin system, but it does allow my program to function.
For reference, here's the relevant bits of pom.xml:
<plugin>
    <groupId>org.apache.maven.plugins</groupId>
    <artifactId>maven-shade-plugin</artifactId>
    <version>2.3</version>
    <executions>
        <execution>
            <phase>package</phase>
            <goals>
                <goal>shade</goal>
            </goals>
            <configuration>
                <transformers>
                    <transformer
                            implementation="org.apache.maven.plugins.shade.resource.ManifestResourceTransformer">
                        <manifestEntries>
                            <Main-Class>com.example.Server</Main-Class>
                        </manifestEntries>
                    </transformer>
                    <transformer
                            implementation="org.apache.maven.plugins.shade.resource.AppendingTransformer">
                        <resource>META-INF/services/io.vertx.core.spi.VerticleFactory</resource>
                    </transformer>
                </transformers>
                <artifactSet>
                </artifactSet>
                <outputFile>${project.build.directory}/${project.artifactId}-${project.version}-fat.jar
                </outputFile>
                <filters>
                    <filter>
                        <!-- Fix java.lang.SecurityException: Invalid signature file digest for Manifest main attributes
                             when server starts inside Docker container due to inclusion of OpenSAML and use of
                             uber-jar / maven-shade-plugin. See http://stackoverflow.com/a/6743609 -->
                        <artifact>*:*</artifact>
                        <excludes>
                            <exclude>META-INF/*.SF</exclude>
                            <exclude>META-INF/*.DSA</exclude>
                            <exclude>META-INF/*.RSA</exclude>
                        </excludes>
                    </filter>
                    <filter>
                        <!-- This was one of my attempts to fix the problem.
                             Unfortunately, it doesn't work. -->
                        <artifact>org.opensaml:opensaml-saml-impl</artifact>
                        <includes>
                            <include>**</include>
                        </includes>
                    </filter>
                </filters>
            </configuration>
        </execution>
    </executions>
</plugin>