Maybe I misunderstood, as an example; I looked in search at a circular magnifying lamp once and got display ads for week of the same and other similar lamp offers -- that is what I meant by behavioral targeting.

If you are talking about some substitution of iframe content in sponsor ads -- that would be at the sponsor's servers. If there has been some alteration of expected behavior of advertising network iframes that you have included on your webpages -- that would be the ad network servers.

The other possibility does exist that this is some local or website based exploit causing this.

Hard to say. Are the links in that ads malicious or malware ? That would make some exploit seem a real possibility ...