They are usually accompanied by a pair of regular Vigilants, and can be found in the wilds of Skyrim hunting a Vampire. If the Dragonborn helps them kill the vampire, they will give their thanks.
They typically wear a set of Novice Robes of Restoration, like all members of the Vigilant, along with some gold, a potion of cure disease and an Amulet of Stendarr. They are usually armed with an Iron or Steel Mace. In addition, a book pertaining to Daedra or Werewolves may be found.