Musnad Ahmad 30:3271

Hajjaj narrated to us, he said: Layth narrated to us, he said: Sa'id ibn Abi Sa'id narrated to me, from his father, from Abu Hurayrah, who said: The Messenger of Allah, peace and blessings of Allah be upon him, said: "It is not permissible for a Muslim woman to travel the distance of a night, except while there is with her a man who is a mahram to her."