If a callow newcomer may intrude, my Chambers gives
whence
adverb, conj
1 used in questions, indirect questions and statements: from what place?; from which place as in enquired whence they had come.
2 used especially in statements: from what cause or circumstance : can't explain whence the mistake arose.
3 to the place from which : returned whence they had come.
pronoun which place : the town from whence he came.
However, the rule seems to me to be so obscure that writers throughout the ages could be forgiven for using either form, not from grammatical necessity but simply to make their sentences a little grander. Or maybe they just couldn't be bothered.