Trust Anchor not found for Android SSL Connection

Contrary to the accepted answer you do not need a custom trust manager, you need to fix your server configuration!

I hit the same problem while connecting to an Apache server with an incorrectly installed dynadot/alphassl certificate. I'm connecting using HttpsUrlConnection (Java/Android), which was throwing -

javax.net.ssl.SSLHandshakeException: 
  java.security.cert.CertPathValidatorException: 
    Trust anchor for certification path not found.

The actual problem is a server misconfiguration - test it with http://www.digicert.com/help/ or similar, and it will even tell you the solution:

"The certificate is not signed by a trusted authority (checking against Mozilla's root store). If you bought the certificate from a trusted authority, you probably just need to install one or more Intermediate certificates. Contact your certificate provider for assistance doing this for your server platform."

You can also check the certificate with openssl:

openssl s_client -debug -connect www.thedomaintocheck.com:443

You'll probably see:

Verify return code: 21 (unable to verify the first certificate)

and, earlier in the output:

depth=0 OU = Domain Control Validated, CN = www.thedomaintocheck.com
verify error:num=20:unable to get local issuer certificate
verify return:1
depth=0 OU = Domain Control Validated, CN = www.thedomaintocheck.com
verify error:num=27:certificate not trusted
verify return:1
depth=0 OU = Domain Control Validated, CN = www.thedomaintocheck.com
verify error:num=21:unable to verify the first certificate`

The certificate chain will only contain 1 element (your certificate):

Certificate chain
 0 s:/OU=Domain Control Validated/CN=www.thedomaintocheck.com
  i:/O=AlphaSSL/CN=AlphaSSL CA - G2

... but should reference the signing authorities in a chain back to one which is trusted by Android (Verisign, GlobalSign, etc):

Certificate chain
 0 s:/OU=Domain Control Validated/CN=www.thedomaintocheck.com
   i:/O=AlphaSSL/CN=AlphaSSL CA - G2
 1 s:/O=AlphaSSL/CN=AlphaSSL CA - G2
   i:/C=BE/O=GlobalSign nv-sa/OU=Root CA/CN=GlobalSign Root CA
 2 s:/C=BE/O=GlobalSign nv-sa/OU=Root CA/CN=GlobalSign Root CA
   i:/C=BE/O=GlobalSign nv-sa/OU=Root CA/CN=GlobalSign Root CA

Instructions (and the intermediate certificates) for configuring your server are usually provided by the authority that issued your certificate, for example: http://www.alphassl.com/support/install-root-certificate.html

After installing the intermediate certificates provided by my certificate issuer I now have no errors when connecting using HttpsUrlConnection.

The solution of @Chrispix is dangerous! Trusting all certificates allows anybody to do a man in the middle attack! Just send ANY certificate to the client and it will accept it!

Add your certificate(s) to a custom trust manager like described in this post: Trusting all certificates using HttpClient over HTTPS

Although it is a bit more complex to establish a secure connection with a custom certificate, it will bring you the wanted ssl encryption security without the danger of man in the middle attack!