As the driverless Krispy Kreme truck idled outside a convenience store in Slidell, La., at 3:30 in the morning, the two thieves jumped in and took off. Soon, officer Alex Davis was in hot pursuit. Also soon, he realized he was in the midst of a surreal joke: Here he was, a cop, chasing a doughnut truck.

As the perps careened down I-12, Davis, 30, dodged a barrage of doughnuts—glazed, powdered, jelly, the whole arsenal. "At first I thought the thieves were throwing them at me," says Davis, a cop for two years. "Then I got close enough to see boxes were just falling out the back."

More than a dozen police cars joined in the high-speed chase. But when the Bonnie and Clyde hijack team, trying to shake off pursuit, left the highway and abandoned the truck, Davis was right there to collar 30-year-old Rose Houk. (Her alleged accomplice, who escaped into the woods, is still being sought.)

The kidding started at a press conference the next day. Public information officer Lt. Rob Callahan announced, "Several dozen doughnuts were confiscated at the scene, but by the time they got to the evidence room there were only two left." Even Jay Leno found the Krispy Kreme Kaper irresistible. The thieves "left a 15-mile trail of doughnuts," he joked on The Tonight Show, "and were captured by 5,482 officers."

Davis has laughed it all off—mostly. James Presley, the truck's driver, who was making a delivery when it was swiped, gratefully donated the remainder of his cargo—roughly 12,000 doughnuts—to the police. But at that moment, Davis was taking his suspect to the jail in Slidell. "I heard the tow-truck driver got six boxes," says Davis, "but I didn't even get a doughnut hole."