I read a while ago there is a specific name for this. Let's say i'm on mysite.com, and I click on www.google.com, and when I get to google.com, there's a big MYSITE.com bar at the top, which easily allows me to go back to MYSITE.com. What is this called, and is there a plugin for this in Drupal?
As I can see, above replies doesn't answer what you asked. Correct me if I'm wrong.
You are looking for a way to add an iframe toolbar just like about.com or images.google.com does. You can do this with a raw HTML page that doesn't bootsrap Drupal at all. You will find External Links module useful if you are willing to create a module. See http://www.amirharel.com/2009/07/28/implementing-iframe-toolbar/ for HTML stuff.