This is the original answer, but I think it is wrong. See below for a better one
The equivalent would be the annotations
@Before
and
@After
see also http://junit.sourceforge.net/javadoc/org/junit/Before.html
This is a better answer, after I learned about the difference between Before/AfterMethod and Before/AfterTest in TestNG
If I got it right, with Before/AfterTest you can run a method before or after a list of tests, that you specify inside the annotation or a separate document.
There is no out of the box feature like this in JUnit.
Probably the best you can do, is put what ever you want to do in a JUnit Rule. See also http://schauderhaft.de/2011/07/24/rules-in-junit-4-9-beta-3/
Then you can use that Rule in any test that needs it.