In short, if you want to write a map of e.g. constants in Java, which in e.g. Python and Javascript you would write as a literal,
T CON         
         Ok, with Jorn's improvement I can't seem to change the map at all, internally or externally. Perhaps not quite as readable, but if you need the map to be unmodifiable I think this is better.
public class MapTest {
    private static Map<String, String> map = initMap();
    private static Map<String, String> initMap() {
        Map<String, String> map = new HashMap<String, String>();
        map.put("A", "Apple");
        map.put("B", "Banana");
        // etc
        return Collections.unmodifiableMap(map);
    }
    public Map<String, String> getMap() {
        return map;
    }
    public static void main(String[] args) {
        MapTest m = new MapTest();
        System.out.println(m.getMap().get("A"));
        m.getMap().put("this", "that");
    }
}
I like to do it this way:
Map map = new HashMap() {{
    put("foo", "bar");
    put(123, 456);
}};
The double {{ }} are an instance initialization block. They are a bit unusual but they are useful. No need for libraries or helpers.
Java7 suppose to implement following syntax:
Map<String, String> = {
    "key1": "value",
    "key2": "value",
    "key3": "value",
    "key4": "value"
};
However now you're forced to use solutions proposed by Jorn or Tony Ennis.
You can write yourself a quick helper function:
@SuppressWarnings("unchecked")
public static <K,V> Map<K,V> ImmutableMap(Object... keyValPair){
    Map<K,V> map = new HashMap<K,V>();
    if(keyValPair.length % 2 != 0){
        throw new IllegalArgumentException("Keys and values must be pairs.");
    }
    for(int i = 0; i < keyValPair.length; i += 2){
        map.put((K) keyValPair[i], (V) keyValPair[i+1]);
    }
    return Collections.unmodifiableMap(map);
}
Note the code above isn't going to stop you from overwriting constants of the same name, using CONST_1 multiple places in your list will result in the final CONST_1's value appearing.
Usage is something like:
Map<String,Double> constants = ImmutableMap(
    "CONST_0", 1.0,
    "CONST_1", 2.0
);
Constants? I'd use an enum.
public enum Constants { 
    NAME_1("Value1"),
    NAME_2("Value2"),
    NAME_3("Value3");
    private String value;
    Constants(String value) {
        this.value = value;
    }
    public String value() {
        return value;
    }
}
Value for e.g. NAME_2 can be obtained as follows:
String name2value = Constants.NAME_2.value();
Only give the enum a bit more sensible name, e.g. Settings, Defaults, etc, whatever those name/value pairs actually represent.
Here's another way, best suited for maps that won't be changing:
public class Whatever {
    private static Map<String,String> map = new HashMap<String,String>();
    static {
        map.put("A", "Apple");
        map.put("B", "Banana");
        // etc
    }
}