Address addess = new Address();
   address.setStreet("666 Toorak Road");
   address.setCity("Toorak");
   address.setZipCode("3000");

  Transaction tx = session.beginTransaction();
  User user = (User)session.get(User.class, userId);
  address.setUser(user);
  user.setBillingAddress(address);
  tx.commit();

   User user = new User();
   user.setName("Blah");
   Address addess = new Address();
   address.setStreet("666 Toorak Road");
   address.setCity("Toorak");
   address.setZipCode("3000");
   user.setAddress(address);

   Transaction tx = session.beginTransaction();
   //Does the following line of code takes care of address save?
   session.save(user);
   tx.commit();

<?xml version="1.0"?>
<!DOCTYPE hibernate-mapping PUBLIC
       "-//Hibernate/Hibernate Mapping DTD//EN"
       "http://hibernate.sourceforge.net/hibernate-mapping-2.0.dtd">
<hibernate-mapping package="com.exp.model">
   <class name="User" table="TEST_USER">
      <id name="userId" column="USERID">
         <generator class="increment"/>
      </id>
      <property name="fullName" column="FULLNAME" type="string" />
      <property name="userName" column="USERNAME" type="string" />
      <property name="password" column="PASSWORD" type="string" />
      <many-to-one name="billingAddress"
                   class="Address"
                   column="BILLING_ADDRESS_ID"
                   cascade="all"
                   unique="true"/>
   </class>
</hibernate-mapping>

<?xml version="1.0"?>
<!DOCTYPE hibernate-mapping PUBLIC
       "-//Hibernate/Hibernate Mapping DTD//EN"
       "http://hibernate.sourceforge.net/hibernate-mapping-2.0.dtd">
<hibernate-mapping package="com.exp.model">
   <class name="Address" table="TEST_ADDRESS">
      <id name="addressId" column="ADDRESSID">
         <generator class="increment"/>
      </id>
      <property name="street" column="STREET" type="string" />
      <property name="zipCode" column="ZIPCODE" type="string" />
      <property name="city" column="CITY" type="string" />
   </class>
</hibernate-mapping>

public class UserProcessor {

    public static void main(String[] args) throws Exception {
        addNewUser();
    }

    private static void addNewUser() throws Exception {
        User user = new User();
        user.setFullName("Tina Roy");
        user.setPassword("password");
        user.setUserName("troy");

        Address address = new Address();
        address.setCity("Solana Beach");
        address.setStreet("180 Rios Avenue");
        address.setZipCode("123456");
        user.setBillingAddress(address);

        Session session = HibernateUtil.getSession();
        Transaction tx = session.beginTransaction();
        session.save(user);
        tx.commit();
        session.close();
    }
}