Unicorn

A unicorn is a legendary being which appears as a horse with a single horn growing from its forehead. In ancient times, it wasn't considered a mythological being, but instead a standard, everyday animal, leading many scholars in modern day to hypothesize that they mistook a known, common animal for a horned horse. Outside of Europe, many other locales and cultures have their own equivalents to unicorns.

Mirage

 * A unicorn appears in Locke's flashback, in which he tells of how all myths and legends co-existed at one time in relative peace.

Back to the Sewer

 * A unicorn appears in-game in the episode SuperQuest.