WYSIWYG removes HTML button all non- tags when view source
This is a feature of "redactor" which is used with Craft to clean and format input. 

To change the settings, you need to change the config in Craft/config/redactor/. See http://buildwithcraft.com/docs/rich-text-fields and http://imperavi.com/redactor/docs/settings/clean/#setting-allowedTags

This is not, however, working for me with iframes, which is a whole other issue.