There is a tradition in medieval Christianity (Catholicism, I suppose) that depicts Christ as a unicorn. Mostly in terms of the Annunciation, where the Arch-angel Gabriel embarks on a Holy Hunt for the unicorn, bringing four hounds with him. In a way Gabriel is chasing Jesus out of Heaven. It's kind of strange by today's cultural standards, and maybe that's why I find it so fascinating.
Then there is an allegorical parable/fable thing I came across that has animals (tigers and bears, most likely) gathering at a watering hole, only to find that the pool has been poisoned by a serpent. So the unicorn comes and dips his horn into the pool, cleansing it. The redemptive symbolism here is much more identifiable in our cultural zeitgeist.
Ha, I said zeitgeist. I don't really know what that means but I have heard it used in similar contexts. Figured I better come clean lest you think ole Homie Bear was getting pretentious.