Commonly referred to as simply "Voodoo"
If, at a concert, a band is not actually from Portland, they will likely say something about Voodoo(as in the example).
Their slogan is "The magic is in the hole".
Random fact: at the 1501 NE Davis Street location, on top of the doughnut display case, there is a copy of "Harry Potter and the Half-Blood Prince"
Oregonian: Have you been to Voodoo Doughnuts?
Washingtonian: No, sounds lame.
Oregonian: ... We're going to Voodoo... NOW