From a dictionary:
The construction from whence has been criticized as redundant since the 18th century. It is true that whence incorporates the sense of from: a remote village, whence little news reached the wider world. But from whence has been used steadily by reputable writers since the 14th century, most notably in the King James Bible: "I will lift up mine eyes unto the hills, from whence cometh my help" (Psalms). Such a respectable precedent makes it difficult to label the construction as incorrect. Still, it may be observed that whence (like thence) is most often used nowadays to impart an archaic or highly formal tone to a passage, and that this effect is probably better realized if the archaic syntax of the word without - from - is preserved as well.