That's a cheeseburger on a grilled glazed doughnut, folks. With bacon.
As this wonderful article in the Hartford Courant explains,
So besides that Craz-E-Burger pictured above, the Big E will be serving Walk-Away-Nachos, waffles of every variety, and deep-fried. . . well just about anything. The plan for next year? Deep fried butter. I kid you not.
Photo credit Stephen Dunn for the Hartford Courant