My family has been buying pastries and cookies from Anna's for almost four decades. They have been around for ages and the quality is the same now as it was back when I was a kid.
They have lots of great cheesecake-y type things as well as jam-filled Polish donuts ("ponchky"), frozen pierogies and candy, cookies and jams. But the "must have" baked good in this place is the jam sandwich cookies. They are unreal. Like I said, I've been eating these same cookies since I was a kid. You can buy them in 1/2 pound or 1 pound boxes for $4 or $7 flat and they are sooo good. Get an assortment of the basic round sandwich cookies (strawberry jam in the centre) as well as the cylindrical ones that are dipped in chocolate on one side. I could eat an entire box in one sitting.
Head to Anna's in the morning to be sure to get the cookies when they're at their freshest! Cash only.