Why did the United States shift from expanding internally towards foreign expansion in the late 1800s and early 1900s?

There are at least two reasons for
this.

First of all, the United States had pretty much run
out of room for "internal" expansion by the late 1800s.  The only "internal" expansion
that could have happened after that would have been at the expense of Canada or Mexico. 
The US was never going to get either of those peacefully and it was not going to fight
wars against established countries to take parts of their territory at this point in
history.

Second, the places that the US took outside the
continental US were not major established countries.  They were colonies of other
countries (Puerto Rico, the Philippines) or very little countries (Hawaii, parts of
Samoa).  Therefore, they would not get into any trouble with other countries if they
took these places.  Taking Hawaii was much less controversial in the international
community than taking Mexico would have been.