A word meaning "cow" in Russian.1
From A Clockwork Orange, the Korova Milk Bar, where Alex the narrator spends time with his friends.
Korova Milk Bar is also the name of an actual bar in New York (200 Avenue A, 12th Street). According to a reviewer, the Korova Milk Bar is an object lesson in the first rule of cool: "Don't try too hard." Apparently, they did. It doesn't stop with taking the name from the book; the owners decided to deck out the long, spacious interior with various gimmicks reminiscent of Anthony Burgess' "ultraviolence".
(courtesy of Vikrant Nath, who actually liked the bar overall.)
There are several bands that have taken the name Korova at one point, including one now called Rebus.
It is not, however, a german pastry
1Thanks to vilk
2Thanks to Jet-Poop