iFrames can introduce many security issues depending on how they are implemented and where the content is being served.
Here are some details on iFrame options mentioned by Rook
If this is enabled, iFrames could phish for information, pose as a login form for your website etc.
If you allow scripts in an iFrame it could potentially perform DoS attacks, open browser dialogs, or perform automation on the page that could expose information to others (referer attribute) or load external objects.
This right allows the iFrame to act as the embedded site or or phish the users credentials.
This attribute is intended to display raw HTML documents (HTML email for example) unaltered from the source. The issue is that if the URL is predictable and the attacker can get the user to view the iFrame directly then the properties of the sandbox are lost. Worse still the opened web page might traverse the
opener object and discover properties about the source page.
Finally, there is a propose MIME type called
text/html-sandboxed for content that should always be viewed in a sandboxed environment, but many browsers misinterpret this and will display the data in unusual ways (usually a bad thing).