@Valid annotation is not validating the list of child objects

Adding to @Ritesh answer, @Valid constraint will instruct the Bean Validator to delve to the type of its applied property and validate all constraints found there. Answer with code to your question, the validator, when seeing a @Valid constraint on addresses property, will explore the AddressForm class and validate all JSR 303 constraints found inside, as follows:

public class UserAddressesForm {

    @NotEmpty
    private String firstName;

    @NotEmpty
    private String lastName;

    @Valid
    private List<AddressForm> addresses;

...
setters and getters 

public class AddressForm {

    @NotEmpty
    private String customName;
    @NotEmpty
    private String city;
    @NotEmpty
    private String streetAn;
    @NotEmpty
    private String streetHn;
    @NotEmpty
    private String addressCountry;
    @NotEmpty
    private String postCode;
...
setters and getters

You need to decorate addresses member of UserAddressesForm with @Valid annotation. See section 3.1.3 and 3.5.1 of JSR 303: Bean Validation. As I explained in my answer to the question Is there a standard way to enable JSR 303 Bean Validation using annotated method, this is the real use of @Valid annotation as per JSR 303.

Edit Example code: Hibernate Validator- Object Graph. (The list of passengers in Car)

Edit From Hibernate Validator 6 Reference doc:

In versions prior to 6, Hibernate Validator supported cascaded validation for a subset of container elements and it was implemented at the container level (e.g. you would use @Valid private List<Person> to enable cascaded validation for Person).

This is still supported but is not recommended. Please use container element level @Valid annotations instead as it is more expressive.

Example:

public class Car {

        private List<@NotNull @Valid Person> passengers = new ArrayList<Person>();

        private Map<@Valid Part, List<@Valid Manufacturer>> partManufacturers = new HashMap<>();

       //...
   }

Also see what's new in Bean Validation 2.0/Jakarta Bean Validation.