White Knights is a quest assigned by Cathay Starr. Upon speaking with Cathay, Joe learns that Bridget Cassidy has been kidnapped by the Knights of Purity. After speaking with their leader Joe finds that they demand 1000g. Instead of paying the ransom you can challange them to fisticuffs. Once enough respect is gained you can shakedown most of them including their leader, stealing their items and the the key to unlock Bridget's cell.
After Bridget is set free give her a Pistol and guide her back to Santa Maddalena. Once safe talk to Cathay to recieve your 150g reward.