The splendid unicorn depicted in the ‘Lady and the Unicorn’ tapestries in Paris has the body of a horse, cloven feet like a bull, the bearded head of a goat, a lion’s tufted tail, and the long horn of a narwhal. Unhappily, given its poignantly sweet expression, no unicorns exist. Never having seen one, how did the embroiderers, or the myth-makers by whom they were inspired, come up with the idea?