I can confirm same issue here after upgrade or 14.04 to 16.04. 
Note that on my system, / is not on LVM.

lvm is not initiated at boot time nor at init time and the system gave
up mounting /usr (/ is not on LVM on my system). For me, this is even
worst, even when / is mounted and we are supposed to be in a sort of
"userland", LVM is not up.

I had to mount -- bind proc, run, sys and dev to /root/
Then lvm vgchange -ay
then mount -a
[This is required to run update-iniramfs as this script is in /usr and requires 
/var]
Then mount -o remount rw /
Then create a lvm2 script in local-top as described earlier [THANK YOU!]
Then update initramfs with update-initramfs -k all -u
Then sync and umount
exit the chroot
reboot

This is not an obvious process to follow, especially ending up with an
undocumented script in local-top :).

Good luck all!

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https://bugs.launchpad.net/bugs/1573982

Title:
  LVM boot problem - volumes not activated after upgrade to Xenial

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