Linked quests in the series:
Search for Lalia, The
Lalia's Safe Passage
Lalia's Safe Passage
General QuestLalia was too scared to move before, but now that you're here, she is ready for you to take her back to Bree. She now knows that "The Last Prince" is nowhere to be found, and further, she is concerned over losing a cloak.
NOTE: I did this with a level 17 Hunter, 16 Champion, 17 Guardian and 16 Guardian. We were not in danger of dying, but we could not sleep through the quest either. Your mileage will vary.
STEPS:
1) Escort Lalia to safety. You will need to keep Lalia alive as she meanders her way toward the Northern Barrows Pass (looking for her cloak all the while), encountering many groups of (usually level 15) wights along the way. Note that any regular, not-part-of-this-quest mobs (including things that are normally non-aggro) that get in Lalia's way will also attack you. Towards the end, you will do battle with a level 13 Elite mob, the Wight-Prince. And oh yeah, she does find her cloak (at point 3 on the map below), claiming it was "just where I left it!" Uh-huh.

2) Bring Lalia's cloak to Bob.
3) After you speak with them and select "Finish Now", you get your coin reward, XP, and either Guardian of Lalia, Defender of Lalia, or Lalia's Champion.
Special thanks go out to Wren for providing this quest writeup!
Wren has entered 612 LOTRO quests.