I have been in Las Vegas for over two years now, and cannot believe that I have yet to visit Ronald's Donuts! Shameful really. Especially considering, one, I really would love to have a donut, and two, I have heard rave reviews about this place! Apparently they offer numerous vegan/dairy-free donut options, even cream-filled.
If you are just visiting Vegas, Ronald's is just a few miles west of the Las Vegas Strip (due west from Caesar's hotel and casino), in the "China town" area of Vegas (more like strip malls with some chinese restaurants and grocers thrown in, but it is what you get for a China town in Vegas).
4600 Spring Mountain Rd
Las Vegas, Nevada
Update: I made it to Ronald's and have become a repeat offender. Their donuts are incredible! Vegan or not, seriously, these are rated the best donuts in Vegas for good reason. My pictures below show a couple of the donuts next to a grapefruit (yes a grapefruit!) for size comparison:
Fritter Close Up:
Vegan Donut Twisted with Chocolate: