i made some change to your sample, and it works perfect for me now
<?php
if ( is_tag() ) {
$tag = get_query_var('tag');
$args=array(
'showposts'=>100,
'tag' => $tag
);
$my_query = new WP_Query($args);
if( $my_query->have_posts() ) {?>
<li class="widget widget_recent_entries" id="<?php echo $tag;?>-posts">
<h2 class="widgettitle"><?php echo single_tag_title(); ?></h2>
<ul>
<?php while ($my_query->have_posts()) : $my_query->the_post(); ?>
<li>
<a href="<?php the_permalink(); ?>"><?php the_title(); ?></a>
</li>
<?php endwhile;
}?>
</ul>
<?php }?>
another thing is, what should i see if i am going to do the same thing for the monthly archive?