I have a form that combines two entities (User and Profile).
Validation seems to work on the first part of the form that comes form the User Entity and is the basis
A note to those using Symfony 3.0 and up: the cascade_validation option has been removed. Instead, use the following for embedded forms:
$builder->add('embedded_data', CustomFormType::class, array(
'constraints' => array(new Valid()),
));
Sorry for adding to this old thread with a slightly off-topic answer (Symfony 3 vs. 2), but finding this information here would have saved me a few hours today.