We have some links on our website for weather and news. When clicked on, the news article dislplays within our webpage rather than opening a new window. I am concerned that customers might misinterpet the content to be coming from us rather than the news source. Is a speed bump or other disclaimer necessary since they aren't actually leaving our site?

The problem is that you're bringing in other content. If you follow that same code elsewhere, you are liable to mislead a user. I wouldn't get upset about news and weather, unless you're avoiding copyrights or terms of use (deep linking issues) on the other sites. But it isn't a good practice.

What if the news feed actually has a poll, and gathers some demographic data? That is the reason you want speedbumps. It tells the person that this site isn't controlled by you, cookies may be handled differently, privacy policies can differ and that isn't under your control.

Speedbumps make sense.