Buñuelos are fritters of a mainly Spanish origin. They are a popular snack in many Latin American countries, the Philippines, and in some of them they are traditionally eaten at Christmas. They typically consist of a simple, wheat-based yeast dough, often flavored with anise, that is thinly rolled, cut or shaped into individual pieces, then fried and finished off with a sweet topping. Buñuelos may be filled with a variety of things, ranging from cheese to yams. One might also know them by their French name, beignets.
In Colombia they are not sweet and are made with a small curd white cheese and formed into doughy balls then fried golden brown. It is a traditional Christmas dish, served along with natillas (a custard-like pudding).
For where to find the best buñuelos in Bogotá, Global Voices did a write up on the subject, but the (few) actual locations are listed here (in SP). Here is a written recipe for both buñuelos and natillas.