THE ROYAL NAVY GUARDS THE CONVOY OF MERCHANT SHIPS Under the watchful eyes of the Royal Navy another convoy is helped safely on its route
http://www.iwm.org.uk/collections/item/object/33160
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Vessels would travel together for mutual support in pirate haunted seas or in times ... and Frigates as they were left in the Mediterranean to guard vital convoys.

http://www.leander-project.homecall.co.uk/Escorts.html
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Mexican Army troops guard drug convoys crossing America's southern border
http://www.usborderpatrol.com/Border_Patrol_MexicanMilitary....
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U-boats
played an important part in escorting convoys to guard them against enemy submarines.
https://en.wikipedia.org/wiki/U-boat_Campaign_(World_War_I)

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Note added at 23 mins (2017-01-16 21:57:51 GMT)
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Eurich knew these waters well and had plenty of experience in escort destroyers used to guard the convoys in the Channel
http://www.iwm.org.uk/collections/item/object/8752
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Marines of 43 Commando protect Britain's nulcear weapons at HM Naval Base at Faslane in Scotland and also guard nuclear convoys.
http://www.telegraph.co.uk/news/uknews/defence/12193359/See-...
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Both naval convoys would then join and guard the fleet of merchant ships through the more hazardous journey that lay ahead
https://books.google.com/books?id=sHAi5uYq7cgC&pg=PT34&lpg=P...
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During his trip to the hotel, special security forces and local police forces took intense security measures to guard his convoy.
http://www.hurriyetdailynews.com/saudi-king-makes-spectacula...