Demo.java

import java.util.Arrays;
import java.util.List;

import javax.xml.ws.Response;

import rx.Observable;
import rx.subjects.BehaviorSubject;

public final class Demo {
    interface Response {
        List<String> data();
        Observable<Response> next();
    }

    public static void main(String... args) {
        Observable<Response> call = createPaginatedCall();

        BehaviorSubject<Observable<Response>> subject = BehaviorSubject.create(call);

        Observable<List<String>> pages = subject.flatMap(or -> or).map(r -> {
            Observable<Response> next = r.next();
            if (next != null) {
                subject.onNext(next);
            } else {
                subject.onCompleted();
            }
            return r.data(); 
        });

        // Verify:
        List<List<String>> paginated = pages.toList().toBlocking().first();
        System.out.println(paginated);
        assert paginated.equals(Arrays.asList(
                Arrays.asList("One", "Two", "Three"),
                Arrays.asList("Four", "Five", "Six"),
                Arrays.asList("Seven", "Eight", "Nine")
                ));
    }

    private static Observable<Response> createPaginatedCall() {
        List<String> data1 = Arrays.asList("One", "Two", "Three");
        List<String> data2 = Arrays.asList("Four", "Five", "Six");
        List<String> data3 = Arrays.asList("Seven", "Eight", "Nine");
        Response response3 = new DemoResponse(data3, null);
        Response response2 = new DemoResponse(data2, Observable.just(response3));
        Response response1 = new DemoResponse(data1, Observable.just(response2));
        return Observable.just(response1);
    }

    static class DemoResponse implements Response {
        private final List<String> data;
        private final Observable<Response> next;

        DemoResponse(List<String> data, Observable<Response> next) {
            this.data = data;
            this.next = next;
        }

        @Override public List<String> data() {
            return data;
        }

        @Override public Observable<Response> next() {
            return next;
        }
    }
}