This wildly popular fried-dough purveyor in River North (it has a second location in West Loop and a "Vault Van" that changes location every day) breaks hearts with its limited amount of fresh-baked donuts. DV only bakes a certain amount of donuts every day, and once they run out, they're gone 'til the next morning. The dense, old fashioned-style donuts come in flavors like buttermilk glazed, toasted almond, and lemon-poppy seed. Stop by on the early side (it opens at 8am on weekdays, 9:30am on weekends) for the best selection and the shortest lines.
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1. Doughnut Vault 401 N Franklin St, Chicago, IL 60654 (River North)