Why do doughnuts have holes? We're all familiar with the ring doughnut as an American confection. One thing I've always been curious about is why they have holes in them (or are toroidal in shape). What advantages, if any, does this shape have in the preparation process, and are there any other historical reasons for this shape?
Legend has it that the inventor of the ring shaped donut with a hole came up with the idea because he was dissatisfied with the raw centre of regular donuts.

http://en.wikipedia.org/wiki/Doughnut#History_in_the_U.S.

Having done quite a few doughnut experiments recently, it's true that having shapes where the distance from the centre to the surface is smaller increases your chances of properly cooked doughnuts. So toroids make sense, but then so would thin cylinders.

You can however, fry up donuts will no hole, that are cooked all the way through. Look at Berliners or jam-filled doughnuts.