They're Polish doughnuts; very rich dough and filled with either some kind of fruit preserve or cream or custard. Traditionally they would be made right before the start of Lent to use up all the ingredients that wouldn't be used during the fast. Same idea as Pancake Day or other Fat Tuesday traditions.
I had never heard of them living down south, but since moving up to Michigan it's all about Pączki Day given the larger Polish community up here.
I highly recommend trying them if you ever have the chance; my personal favorites are apple or lemon filled but custard filled as in the above pic are also quite good.
My wife likes chocolate with hers, either filling or icing, but that's too much for me, hah