The word 'WHENCE' means ' from the place' . Thus, a valid sentence could be :-
The actor could not find any work in London so he returned WHENCE he came (ie, to the place from which he had come)
That said, whilst not correct in the purest sense, there is now sufficiently wide use of the prepositon FROM' to make it broadly respectable. Thus it would also be acceptable to say
The actor could not find any work in London, so he returned FROM WHENCE he came.
The actor could not find any work in London so he returned WHENCE he came (ie, to the place from which he had come)
That said, whilst not correct in the purest sense, there is now sufficiently wide use of the prepositon FROM' to make it broadly respectable. Thus it would also be acceptable to say
The actor could not find any work in London, so he returned FROM WHENCE he came.