There is a reason you have not come across a unicorn fossil in a museum exhibit, let alone seen one in a zoo or heard an iconic grandfatherly voice detail their daily trepidations in a BBC documentary. The reason being—spoiler alert—we have not yet managed to capture one. However, it hasn't been for lack of trying. as documented by a research article in the Cambridge Archaeological Journal, Europeans went looking for unicorns as far away as South Africa, where they found the creature depicted in rock art paintings alongside other better documented wildlife of the region.