You can use \tkzDefPointWith[orthogonal](A1,O) to find a point on the tangent line passing through A1, and then use that new point together with \tkzInterLC to find the intersections between the tangent line and outer circle.
I would define the circles a bit differently:

\documentclass[border=5mm]{standalone}
\usepackage{tkz-euclide}
\usetkzobj{all}
\begin{document}
\begin{tikzpicture}
\tkzDefPoint(0,0){O} % centre
\tkzDefPoint(90:1){A} % defines small radius and tangent point
\tkzDefPoint(90:2){B} % defines large radius
\tkzDrawCircle(O,A)
\tkzDrawCircle(O,B)
\tkzDefPointWith[orthogonal](A,O) \tkzGetPoint{Q} % find a point Q orthogonal to AO
\tkzInterLC(A,Q)(O,B) \tkzGetPoints{A'}{A''} % find intersections of a line passing through A and Q with the large circle
\tkzDrawSegment(A',A'') % draw the tangent
\tkzDrawPoints(A,A',A'') % show the points
\tkzLabelPoints[above](A)
\end{tikzpicture}
%
\end{document}
Of course, this can also be done with built-in TikZ mechanisms, namely the intersections library. Compared to a clipping approach, this has the advantage of making the end points of the tangent line available. By using the ($(<point>)!<factor>!<angle>:(<point>)$) syntax for defining the tangent, you can use arbitrary tangent points (like inner.37).

\documentclass[border=5mm]{standalone}
\usepackage{tikz}
\usetikzlibrary{calc, intersections}
\begin{document}
\begin{tikzpicture}
\node (inner) [draw, circle, minimum size=2cm] {}; % draw the small circle
\node (outer) [draw, circle, minimum size=4cm, name path=outer] {}; % draw the large circle, name the path for finding the intersections later
\coordinate (O) at (0,0); % name the origin
\coordinate [label=A] (A) at (inner.90) {}; % name the tangent point on the small circle
\begin{pgfinterruptboundingbox} % do not update the bounding box
\path [name path global=tangent] ($(A)!-10!90:(O)$) -- ($(A)!10!90:(O)$); % define the tangent path, make it long (20 times the radius of the small circle) to catch all intersections
\end{pgfinterruptboundingbox}
\draw [name intersections={of=outer and tangent}] (intersection-1) -- (intersection-2);
\filldraw [fill=gray] (intersection-1) circle [radius=1pt] (intersection-2) circle [radius=1pt];
\end{tikzpicture}
%
\end{document}
smallcircand refer to thesmallcirc.north. You can either clip with the big circle or use the intersection library to get the points on the bigger circle. – percusse Mar 5 '12 at 0:17