Eclipse breakpoint in single / one line lambda?

You can't.

If you refactor it like this:

observable.addCallback(event-> {
    return outer.doSth(event);
});

you can.

Well this answer is not for eclipse, but in intellij you can (15.x)

You have an option to set a break point either at the line (which is the first option in the image), or at the first lambda or at second one. And so on.