I built a deck for Wastes of Eriador last week that seems to perform fairly well with a turtling strategy. I spent some time this weekend to tweak the deck a bit for Nightmare HoN. My final revision for Wastes of Eriador, Nightmare Peril in Pelargir and Nightmare Into Ithilien looks as follows (for Cair Andros, I replaced Lore with Tactics; see next post):

Total Cards: (51)

Hero: (3)
1x Treebeard (The Treason of Saruman)
1x Elrond (Shadow and Flame)
1x Merry (The Wastes of Eriador)

Ally: (16)
3x Wandering Ent (Celebrimbor's Secret)
2x Quickbeam (The Treason of Saruman)
3x Booming Ent (The Antlered Crown)
3x Warden of Healing (The Long Dark)
2x Arwen Undomiel (The Watcher in the Water)
3x Westfold Horse-breeder (The Voice of Isengard)

Attachment: (20)
2x Light of Valinor (Foundations of Stone)
2x Ent Draught (The Treason of Saruman)
2x Hobbit Pony (The Wastes of Eriador)
3x Self Preservation (Core Set)
2x Miruvor (Shadow and Flame)
2x Unexpected Courage (Core Set)
2x Protector of Lorien (Core Set)
2x Fast Hitch (The Dead Marshes)
3x Ancient Mathom (A Journey to Rhosgobel)

Event: (14)
2x Entmoot (The Treason of Saruman)
3x A Test of Will (Core Set)
3x Deep Knowledge (The Voice of Isengard)
3x Daeron's Runes (Foundations of Stone)
3x Elrond's Counsel (The Watcher in the Water)

Side Quest: (1)

1x Scout Ahead (The Wastes of Eriador)

Deck Created with CardGameDB.com The Lord of the Rings Deckbuilder

Edit: Changed deck for Nightmare Siege of Cair Andros below.

Hero: (3)
1x Éomer (The Voice of Isengard)
1x Merry (The Wastes of Eriador)
1x Beregond (Heirs of Numenor)

Ally: (22)
3x Dunedain Hunter (The Lost Realm)
3x Defender of Rammas (Heirs of Numenor)
2x Legolas (The Treason of Saruman)
3x Gandalf (Core Set)
3x Envoy of Pelargir (Heirs of Numenor)
3x Vassal of the Windlord (The Dead Marshes)
3x Westfold Horse-breeder (The Voice of Isengard)
2x Arwen Undomiel (The Watcher in the Water)

Attachment: (14)
3x Gondorian Shield (The Steward's Fear)
1x Horn of Gondor (Core Set)
1x Arod (The Treason of Saruman)
2x Rohan Warhorse (The Voice of Isengard)
2x Firefoot (The Dunland Trap)
2x Steed of the Mark (The Morgul Vale)
2x Miruvor (Shadow and Flame)
1x Raven-winged Helm (The Wastes of Eriador)

Event: (14)
3x Feint (Core Set)
3x Close Call (The Dunland Trap)
3x A Test of Will (Core Set)
2x Small Target (Encounter at Amon Dîn)
3x Hasty Stroke (Core Set)

Deck Created with CardGameDB.com The Lord of the Rings Deckbuilder

Strategy in short: look for healing and action advantage in your starting hand; use Merry to keep your threat low and turtle around until heroes and allies are all set up. Key attachments are Light of Valinor and Protector of Lorien for Elrond (quest+defend) and Unexpected Courage and Self-preservation for Treebeard (quest+attack).

For Siege of Cair Andros, key attachments are Gondorian Shield and Miruvor/Steed of the Mark for Beregond (question+defend) and Firefoot for Eomer (attack). Use Close Call (and Raven-winged Helm) to cancel direct damage when necessary.

I used a smilier deck recently, but I had Bilbo (lore) instead of Treebeard.

At first I was confused about why you would have Beregond quest. Then I remembered that we were talking about a siege quest.