There's a whole category of breads in Japan called okazu pan. Okazu are the savory dishes that you eat with your bowl of rice at a typical meal, and okazu pan are little breads with savory fillings.
Since curry flavored anything is a hit in Japan, curry bread or kare- pan is one of the most popular okazu pan varieties. It's a bun made of slightly sweet dough, filled with a spoonful of curry, breaded and deep fried. I am not sure how curry bread originated, but I am guessing it was inspired by Russian piroshki (piroshiki is also a popular okazu pan, though in the Japanese version it often contains very non-Russian fillings like harusame, thin bean noodles). Curry bread is sold at bakeries and convenience stores throughout Japan.
Making curry bread is a bit tricky since it's deep-fried. It's easy to make an oily, soggy lump if you fry it too long or at too low a temperature, but if you don't fry it long enough the center part where the dough meets the filling may be raw. My solution for this is to fry it until it's puffed and crisped, then to finish it in the oven. The other trick is to roll out the dough as thinly as you can manage without making it so thin that the curry is going to burst through.
You also have to be careful about the consistency of the curry filling. It's most convenient to start out with some leftover curry, but it has to be reduced down to a very thick, paste-like consistency, otherwise it will run over the dough and make the dough hard to seal. If the dough is not sealed properly, the bun will burst in the oil, which ends up to be quite a mess (oil seeps in, filling seeps out).
All in all, I am not sure I would bother to make curry bread at all if I lived near a Japanese bakery, but I do on occasion get a craving for this very down to earth snack. Try it if you're up for a bit of a challenge. This recipe is adapted from one in an out-of-print Japanese bread book.