You can use Lookahead and Lookbehind. Like this:

System.out.println(Arrays.toString("a;b;c;d".split("(?<=;)")));
System.out.println(Arrays.toString("a;b;c;d".split("(?=;)")));
System.out.println(Arrays.toString("a;b;c;d".split("((?<=;)|(?=;))")));
And you will get:

[a;, b;, c;, d]
[a, ;b, ;c, ;d]
[a, ;, b, ;, c, ;, d]

The last one is what you want.

((?<=;)|(?=;)) equals to select an empty character before ; or after ;.

Hope this helps.

EDIT Fabian Steeg comments on Readability is valid. Readability is always the problem for RegEx. One thing, I do to help easing this is to create a variable whose name represent what the regex does and use Java String format to help that. Like this:

static public final String WITH_DELIMITER = "((?<=%1$s)|(?=%1$s))";
...
public void someMethod() {
...
final String[] aEach = "a;b;c;d".split(String.format(WITH_DELIMITER, ";"));
...
}
...
This helps a little bit. :-D