Cider donuts are probably a New England thing? Or at least a 'place that has orchards' thing. I grew up with them, but my town had an apple orchard that made its own cider and sold donuts which I think came in plain and cinnamon-sugar. They're different in taste and feel from non-cider donuts though it's been long enough since I've had either than I don't know how to describe them. Heavier? Denser? Wiki says they're cake donuts and being more like a cake than a pastry sounds right to me. I find most donuts to be too sweet for me (mostly because it's hard to get them not coated in sugar) and cider donuts are less so, even when they have cinnamon and sugar on them, maybe because the cider gives it a little bit of a tang that cuts the sweetness.