I initially assumed the holiday was a gimmick invented by the doughnut industry, but it turns out this one's legit. It was created in 1938, not by the food industry but by the Chicago Salvation Army, in order to raise funds and honor the volunteers who used to make doughnuts for WWI soldiers.
There is, however, no shortage of food holidays invented by corporations. National Bomb Pop Day is coming up later this month, for example. The entire month of June is apparently Candy Month, and the National Confectioner's Association has this helpful table of candy holidays, including National Chocolate Covered Cherry Day (Jan. 3), Gummi Worm Day (July 15) and National Bittersweet Chocolate with Almonds Day (Nov. 7).
ConAgra invented National Tomato Month in 2003 to promote Hunt's ketchup, but a former employee tells me they dropped the campaign because it was too easy for freeloading competitors to jump in and take advantage of the holiday ConAgra had gone to so much trouble to invent.
June is also National Turkey Lovers' Month and National Fruit and Vegetables Month -- kind of an odd thing to match with National Candy Month, but whatever. And in case an entire month of veggie consumption is too overwhelming, June 17 is "Eat Your Vegetables Day."
For a full list of food holidays, check out State Symbols USA, which I found through Google, know nothing about, and can't vouch for in any way.
I have found pretty convincing documentation, however, that President Ronald Reagan did indeed designate June 25, 1987 "National Catfish Day."