The history of doughnuts is intrinsically linked to the celebration of Mardi Gras. "Fat Tuesday" — the Christian day of revelry and indulgence before the austere season of Lent — features dough deep-fried in fat as its main staple.
Among the first foods to be deep-fried were Roman scriblita, a precursor to today's doughnuts and fritters. Originating in the medieval era, most Christian European traditions have developed a version of fried dough for Shrove Tuesday (another name for the day before Lent starts). The rich treats presented a way to use up all of the butter, sugar and fat in the house prior to the self-denying diets of Lent. Traditionally it was an opportunity for indulgence, a day when, once a year, communities would go through the labor-intensive and expensive process of deep-frying in order to partake in a luxurious treat.
Read on via NPR