You can do this using the maven-assembly plugin with the “jar-with-dependencies” descriptor. Here’s the relevant chunk from one of our pom.xml’s that does this:
<build>
<plugins>
<!-- any other plugins -->
<plugin>
<artifactId>maven-assembly-plugin</artifactId>
<executions>
<execution>
<phase>package</phase>
<goals>
<goal>single</goal>
</goals>
</execution>
</executions>
<configuration>
<descriptorRefs>
<descriptorRef>jar-with-dependencies</descriptorRef>
</descriptorRefs>
</configuration>
</plugin>
</plugins>
</build>