The obj loader of JME3 supports a subset of the wavefront-obj format. Your models are probably overflowing that subset. The default format of JME3 is ogre, maybe you can try to convert your obj to that and see what happens.
Post a link to one of the obj models that fail, if you can. Maybe a dev will look into that.
Please attach the problematic obj model here and I'll take a look at it.
This is one obj file, which worked with a previous version of jME3
http://www.file-upload.net/download-2792518/obj.rar.html
Ogre format is a special format, therefore few programms can read ogre and it's difficult to modify an existing ogre file! 
It happens because there are unused materials in the MTL file … Anyways, I fixed it in SVN.
Unused materials happen when I work with different tools, therefore I never cared
Thanks for the solution!
The new SVN can be find where?
DarkPhoenixX said:
The new SVN can be find where?
svn update jme3 ;)