iPhone Safari Web App opens links in new window

The other solutions here either don't account for external links (that you probably want to open externally in Safari) or don't account for relative links (without the domain in them).

The html5 mobile-boilerplate project links to this gist which has a good discussion on the topic: https://gist.github.com/1042026

Here's the final code they came up with:

<script>(function(a,b,c){if(c in b&&b[c]){var d,e=a.location,f=/^(a|html)$/i;a.addEventListener("click",function(a){d=a.target;while(!f.test(d.nodeName))d=d.parentNode;"href"in d&&(d.href.indexOf("http")||~d.href.indexOf(e.host))&&(a.preventDefault(),e.href=d.href)},!1)}})(document,window.navigator,"standalone")</script>

I found JavaScript solution in iWebKit framework:

var a=document.getElementsByTagName("a");
for(var i=0;i<a.length;i++)
{
    a[i].onclick=function()
    {
        window.location=this.getAttribute("href");
        return false
    }
}