Doughnuts are typical of Carnevale in Italy, the famous festival in the days leading up to Lent. Each region, and indeed each family, has its own recipe. In Milan and the Lombardy region, Carnival donuts are called 'tortelli' and they are flavoured with anise liqueur, grappa and lemon zest.
Lard is traditionally used to fry Carnival doughnuts. However you can replace it with vegetable oil if desired.