I realise that this doesn't just happen in Jewish blogs, but of course there is a long tradition in Judaism of citing one's sources - Pirkei Avot 6:6 says, "Behold, you have learned that whoever tells something in the name of the one who said it, brings redemption to the world, as it is said (Esth. ii. 22), 'And Esther told it to the king in the name of Mordechai.'" The lovely irony there, of course, is that no-one is quoted as the source for the tradition. Not so at b.Megillah 15a (pdf), where we find the same thing, except instead of "Behold you have learned" it says "R. Eleazar further said in the name of R. Hanina" - not just a source, but someone citing someone else as the source! Phew. We have a source.
But not in b.Hullin 104b (pdf), where that same phrase is used to explain why something is repeated: "Rather what the [teacher of our Mishnah] tells us is merely that the first Tanna [whose opinion is expressed anonymously] is R. Jose; for whosoever reports etc." Something that R. Jose had said was reported without his name being mentioned, so this rectifies it. But again the dictum itself is left anonymous.
There are lots of other rabbinic sources that deal with this issue, and some of them are collected and can be read here (which has the obligatory Woody Allen metaphysics exam quote) and here. Neither of those (excellent) pages, however, as far as I can see, mentions a particularly apt midrash here, which is found in Bereishit Rabbah 88, and which I shall embed here from The Talmudic Anthology:
Rabbi Oshaya literally lies to his face. Maybe he read the Septuagint version of Megillat Esther, where he would have found instead of the version we've seen above, verse II:22 reads: "declared to the king the matter of the conspiracy."
Nevertheless, in spite of the Septuagint's and Rabbi Oshaya's silence, I shall endeavour to quote and link to as many sources as I can. And I will leave you with this essay which features another cute irony, about a work that apologises for not citing all its sources and ends up being "obliterated by incorporation" into a later work.