In every game ever. Unless they're literally invincible, then it's SOMEWHAT tolerable. In all other cases, "Go sit in this armored box. I'll kill everything between where we are, and where we need to go, and then I'll be back for you." And even then it can get fucked up.Fuck Escort Quests.
The most egregious example was the "escort" quest in Oblivion where you needed to "teach" the local gang (noble's son and his gang) how to close an Oblivion Gate. Because of their tendancy to hit monsters off of bridges into lava and then follow them into the lava I resorted to console commands to just kill everything that spawned as soon as it did, or else they'd continually kill themselves.