According to the Library of Congress, National Doughnut Day is June 1 and actually honors the Salvation Army “Lassies” of World War I.
"The original Salvation Army doughnut was first served by the nonprofit organization in 1917. During WWI, the lassies were sent to the front lines of Europe, where they made home-cooked foods and provided a morale boost to the troops. Two Salvation Army volunteers—Ensign Margaret Sheldon and Adjutant Helen Purviance—came up with the idea of providing doughnuts. Sheldon wrote of one busy day: "Today I made 22 pies, 300 doughnuts, 700 cups of coffee." Often, the doughnuts were cooked in oil poured into a soldier’s metal helmet.
National Doughnut Day started in 1938 as a fundraiser for the Chicago Salvation Army. Its goal was to help the needy during the Great Depression and to honor the Salvation Army Lassies of World War I, who were the only women outside of military personnel allowed to visit the front lines."
Read the rest of the story in the Library of Congress' "Wise Guide"