While it's true that Collections.unmodifiableList() works, sometimes you may have a large library having methods already defined to return arrays (e.g. String[]).
To prevent breaking them, you can actually define auxiliary arrays that will store the values:
public class Test {
    private final String[] original;
    private final String[] auxiliary;
    /** constructor */
    public Test(String[] _values) {
        original = new String[_values.length];
        // Pre-allocated array.
        auxiliary = new String[_values.length];
        System.arraycopy(_values, 0, original, 0, _values.length);
    }
    /** Get array values. */
    public String[] getValues() {
        // No need to call clone() - we pre-allocated auxiliary.
        System.arraycopy(original, 0, auxiliary, 0, original.length);
        return auxiliary;
    }
}
To test:
    Test test = new Test(new String[]{"a", "b", "C"});
    System.out.println(Arrays.asList(test.getValues()));
    String[] values = test.getValues();
    values[0] = "foobar";
    // At this point, "foobar" exist in "auxiliary" but since we are 
    // copying "original" to "auxiliary" for each call, the next line
    // will print the original values "a", "b", "c".
    System.out.println(Arrays.asList(test.getValues()));
Not perfect, but at least you have "pseudo immutable arrays" (from the class perspective) and this will not break related code.