Preheat oven to 350 degrees F (175 degrees C). Grease 2 fluted tube pans (such as Bundt(R)) with cooking spray.
Beat sugar and butter together in a stand mixer until light and fluffy; mix in eggs and vanilla extract until just incorporated. Scrape down bowl with a rubber spatula. Mix in flour and baking soda until just incorporated. Add milk while mixer is running, beating until batter is smooth.
Fold apple pie filling into the batter by hand. Divide between the prepared pans.
Bake in the preheated oven until a toothpick inserted into the center comes out clean, about 45 minutes.