Is it called a Boston cream? Do people in Boston eat it, or did they invent it?

These are called Boston creams, and are modeled on the Boston cream pie, which is similar (cream, chocolate, custard, cake), but the bready part is baked rather than fried. In fact, it's more of a filled cake than a pie. People in Boston do eat them, they do call them that, but I lived in Beantown for 25 years and I've no idea if they were invented there.

For them what care (or who click on every link posted), a quick Yahoo search turned up this: http://www.joyofbaking.com/BostonCr.html, which gives a fairly plausible history.

As to churros y chocolate - there are few things better! The standard for chocolate in Madrid is that it has to be thick enough for the churro to stand up in it.