Lets see here...
I could say Dragon's Dogma, because the npc that you have to shuttle to a certain location more often than not will always try to stand next to you, and there are only about 1 or 2 that will help in a fight. And often times they will want to go somewhere that is either on the other side of the map, or at a place filled with powerful baddies. Even then, things can just happen, for instance I was taking Aldero -I think- to the Shadowed Fort, and long story short he got pounded into the dirt by a perturbed griffin.
However, the worst escort that I had to complete was in Skyrim for the Companions. It was one of those missions were you go into one of Skyrims many holes, kill some blokes, and rescue someone and bring them somewhere. The hole we crawled out of was rather close to Whiterun, and I had to take him to Rorrickstead. The only problem was I had not been there to fast travel there, so we had to walk. And yes walk, because other wise he would get lost. As we walked through the country side, I had to make sure to avoid anything larger than a wolf, because they were just drawn to him. When we finally get to town, without being jumped by one of Alduin's little friends, I hit a bug that wouldn't let me finish the quest, all because I didn't enter town at the correct place. I only figured this after saving and killing him quite a few times out of frustration.