Here's more info-
Apparently these are called "Luther Burgers"- here's the wikipedia info-
Luther Burger
A Luther Burger is a hamburger, specifically a bacon cheeseburger, which employs a grilled glazed donut in place of the bun.
Origins
According to legend, the burger was named for and was a favorite (and possibly invention) of the late singer-songwriter and record producer Luther Vandross. This origin is mentioned in episode of animated series The Boondocks, "The Itis". In this episode the character Granddad creates an entire restaurant based off the burger and other soul food.
Marketed products
Mulligan's, a suburban bar in Decatur, Georgia, serves the Luther Burger in addition to their "hamdog", a hotdog which is wrapped in a beef patty and deep-fried.
In 2006, the Gateway Grizzlies baseball team of Sauget, Illinois began selling a donut-based burger under the name "Baseball's Best Burger". The sandwich has a hamburger patty topped with sharp cheddar cheese and two slices of bacon with a sliced Krispy Kreme Original Glazed doughnut as the bun.
Here's the wiki page with pictures-
http://en.wikipedia.org/wiki/Luther_Burger