Krispy Kreme donuts are Kosher. At least in some places.
In New York, at least one of the shops (on West 72nd Street) is strictly supervised Kosher. Although the letter from the Kashrut organisation does seem to contradict itself, saying that they only give their "seal" to milky products that are Chalav Yisrael (made with supervised milk). It then goes on to say that the donuts aren't. Who knows! It's good enough for me.
There is a Krispy Kreme bakery in the New York New York hotel and casino in Las Vegas. This has a letter up from a local conservative Rabbi saying that the ingredients are under Orthodox supervision, and he supervises the bakery itself.
There are a couple of Krispy Kreme shops in the UK, and countless others in the USA. I have no idea on the situation with these.