No, I didn't know either. But the first Friday of June is, in fact, National Donut Day.
According to a breaking news story in the Denver Post, you can celebrate by getting a free one with the purchase of any tasty beverage at Dunkin' Donuts. (Oh, if only Donut Day and Tasty Beverage Day could be moved to the same date.)
You can also get free deep-friend doughy things at Krispy Kreme and Lamar's Donuts, although driving more than a hundred miles may prove to be less than cost effective.