I second or third Donut Dip, they're just the best, and homemade. Lull Farm in Hollis, NH sells apple cider donuts, not sure if they have pumpkin. They do have pumpkin muffins that are fantastic.
And all made in a factory these days. At least before they eliminated the Cruller in favor of their 'sticks' (which look like turds), they weren't horrible, but these days, I won't eat em even if they're sitting right in front of me.
Yes, Donut Dip in West Springfield. I had one this weekend, and man was it good. Very moist, almost pumpkin-bread-like flavor. Yum. Cider donuts were also way above average.