Sufganiyot (plural for sufganiyah) are a type of jelly donut made for Hanukkah. This one was filled with raspberry jam. The donut shop where I bought it also had ones filled with apricot jam, and apparently they also sometimes have custard filling. This donut shop also makes Polish paczki for Shrove Tuesday. There is a Polish community in town, and this is one of several places that have various Polish delicacies like this.
The Germans call this style of donut a “Berliner”, and I’m sure that most people have heard the story that when John F. Kennedy went to the Berlin Wall and proclaimed “Ich bin ein Berliner!”, he was really saying “I am a jelly donut!” due to a poor translation job, however, sadly, this is just an urban legend.