EasyMock expectations with void methods

You only need EasyMock.expectLastCall(); when you need to further verify anything other than "That the method was called. (same as setting expectation)"

Say you want to verify how many times the method was called so you will add any of :

EasyMock.expectLastCall().once();
EasyMock.expectLastCall().atLeastOnce();
EasyMock.expectLastCall().anyTimes();

Or say you want to throw an exception

EasyMock.expectLastCall().andThrow()

If you don't care then EasyMock.expectLastCall(); is not required and does not make any difference, your statement "obj.methodThatReturnsVoid(EasyMock.<String>anyObject());" is enough for setting up expectation.

This method returns you the handle of expectation through IExpectationSetters; which gives you ability to validate(assert) that your void method was called or not and related behaviors e.g.

EasyMock.expectLastCall().once();
EasyMock.expectLastCall().atLeastOnce();
EasyMock.expectLastCall().anyTimes();

Detailed API of the IExpectationSetters is here.

In your example you are just getting the handle and not doing anything with it hence you don't see any impact of having or removing the statement. It's very same as you call some getter method or declare some variable and don't use it.

You are missing EasyMock.verify(..)

MyObject obj = EasyMock.createMock(MyObject.class);
MySomething something = EasyMock.createMock(MySomething.class);
EasyMock.expect(obj.methodThatReturnsSomething()).andReturn(something);

obj.methodThatReturnsVoid(EasyMock.<String>anyObject());

// whether I comment this out or not, it works
EasyMock.expectLastCall();

EasyMock.replay(obj);

// This method calls the obj.methodThatReturnsVoid()
someOtherObject.method(obj);

// verify that your method was called
EasyMock.verify(obj);