[quote=Nightwing]
That's another thing, why don't they have unicorns in skyrim?Like, wtf. It would've made my godamn day, but no. They have other creature..#rant
[/quote]

There could be like a Quest where Hircine tells you to hunt the Great Beasts of Nim and the last one is a Unicorn. 

And if you succeed, you get the Unicorn Transformation. 

Bam it's in the game.