I don't have a problem with it when it's done as hard news.If nothing could ever be published based on anonymous sources, a newspaper would be pretty damn dull.
I do have a problem with it when a columnist does it. If you're going to state it as part of one of your own opinion pieces, you d*** well better have proof of a source to back it up. Otherwise, you can be reasonably assumed to have an ax to grind, or are leaving out facts to make your column work.
Plus, frankly, a good journalist's intuition, if they received that story SHOULD BE to check it out and make it it's own story. Rather than mentioning it on a blog and dropping it.