When you bring the letter to the Grave Lurker, he tells you the following
SHE WAS TORN INTO FOUR PIECES, MOVED AROUND IN A RUN-DOWN WOODEN CART BY A STRANGE HOODED FIGURE IN BLACK. HE TOOK HER TO A PLACE NOT FAR FROM HERE, BY THE NAME OF "ROOMS AND REALMS". THE HOODED FIGURE TOLD ME YOU CAN FIND HER THERE, FAR FROM HARM, FAR FROM THE KING'S GRASP. GO TO "ROOMS AND REALMS" AND FIND THE QUEEN'S PARTS. MAKE HER WHOLE AGAIN AND BRING HER BACK HERE FOR HER SAKE, SO SHE MAY TAKE HER REVENGE ON THE KING AND FINALLY BE PUT TO REST.
Grab a group of up to 8 players and travel to Rooms and Realms to reveal the banshee's secrets and bring her back home.