Many Italian bakeries make these special donuts once a year on St. Joseph's day - March 19th.
If you love donuts I STRONGLY suggest going to Victoria Bakery in either Marin or SF.
Other bakeries I know have them are Emporio Rulli and Diondas. However, you might check any Italian bakery that day.
The Victory Bakery sfingi is probably one of the finest donuts I have ever eaten in my life.
There are three types: Plain, ricotta and custard. The custard is the one to order and sent me to donut heaven ... almost literally ... this is one rich piece of pastry.
This is like a cross between a cream puff and a donut. It is slightly crispy, a little bigger than a tennis ball and filled with rich, decadant custard. The outside is rolled in as much white sugar as the fat can hold.
The ricotta is a cannoli like filling but just not in the same class as the custard.
What Emporio Rulli made last year were like hollowed out French donuts filled with fruit and whipped cream. Those round donuts that are lighter than the regular donuts and kind of twisty outside.
SO ... donut cut in half .... fresh banana / tiny, pitless intensely liquor flavored cherries folded into whipped cream which fills the donut. the top half is place upon the filling, topped with more whipped cream an a single perfect blueberry.
Rulli is really wierd about whether or not they make the donuts. All I can say for sure is that last year the Larkspur shop made them.
If you don't remember the names, just ask for St. Joseph Day donuts.
Here's an old Chron article about the donuts.