There is a not so well known attribute of <iframe>s called srcdoc. While the src attribute lets you specify a resource to be included via an iFrame, the srcdoc attribute lets you directly specify its content. What's cool about it is, that you can use html entities within the attribute like below, allowing you to bypass some filters.

<iframe srcdoc = "<s&#x63ript>&#x61;lert(document.dom&#x61;in)</s&#x63ript>"></iframe>