Unicorns are something that's been fascinating humans for a long time - and I remember that when I was a child, I went to "Fasching" (dress-up for carneval) as a unicorn one time. (No, I don't think there are any pictures, but I know it involved a horn made from silver crafting paper, and probably a pin-on tail.)
Unicorns come up sort of frequently in medieval artworks, too - and if you'd like to read a bit more about them, you can do so at the Deutsche Digitale Bibliothek, where there's a nice article (with pictures) about the unicorn, both available in English and in German.