At best, there's nothing in them but bleached flour, white sugar and vegetable oil. In reality, you'll probably find all sorts of additives that don't belong in the human diet at all. Their website is a little coy about exactly what they contain but they do mention "monoglycerides, diglycerides and enzymes" Yum! It also mentions "partially hydrogenated soybean and/or cottonseed oil" (i.e. trans fats) although it seems that this information is out of date and they now use the less heart-attack inducing palm oil (screw the orang-utans!).
AskMen.com gives the nutritional value for one "original glazed doughnut" as follows:
In short, empty calories for the unsophisticated palate.