snackTAXI. Available in two sizes at ReusableBags.com, these help to reduce the number of plastic baggies we throw away every day.
Plus, the larger size is perfect for an actual donut. Take it with you to your favorite donut shop and ask them to place your treat in this bag instead of a paper one. Just shake it out, and it's good to go the next day. (There are further care instructions on the product page.)