Continental Bakery next to the Cambridge Farms Market at Burbank and Whitsett. A classic kosher bakery, they make wonderful loaves of rye and pumpernickel (their onion rye is a real treat), and also excellent rugelach, cookies, strudel, and other good things. Being kosher, they close from late Friday afternoons until Sunday morning, but are well worth making the trip. They even have a good selection of sugar-free baked goods.
What kind of baked good are you looking for?
For bolillos, you need to go to Panaderia Las Americas on Sherman Way and Bellaire.
For Cuban bread and fantastic pastries, go to Porto's on Hollywood Way and Magnolia in Burbank.
For chorny khleb (Russian-style sour rye black bread) go to Blackjack Market on Sherman Way and Bellaire.
For lavash and pita, go to Karabagh Market on Victory one block west of Woodman in Valley Glen.
For sourdough, go to Tallyrand Restaurant on Olive near Verdugo in Burbank, but don't sit in any of the seats if you have clean trousers on... get the sourdough to go.
For standard pastries, go to Belwood Bakery in the Coldwater Curve Shops on Ventura in Studio City.
For Portuguese pastries, go to Nata's Pastries on the NW corner of Ventura and Fulton in Sherman Oaks, behind Casa Vega.
For Chinese-made cakes, go to Hing Lung Bakery on the NW corner of Sherman Way and Coldwater Canyon.
For Filipino baked goods (pandesal, etc.) go to Good-Ha on the NW corner of Woodman and Cantara in Panorama City or the Seafood City bakery one block north of there.
For baguettes, croissants and wonderful minipies, go to La Spaghettata in the Studio City Farmer's Market on Sunday mornings. Decent croissants can also be had at Le Pain Quotidien near Ventura and Ethel in Studio City.
If you can make it to Eagle Rock, Eagle Rock Italian Bakery is worth it. It's on Colorado Avenue east of the mall.
Finally, a bit out of the way but so, so worth it is Berolina Bakery, which is a Swedish bakery on the corner of Ocean View and Verdugo in North Glendale. Their pastries and prinsesstarta are very, very good and their bread is outstanding.