THE LORE OF THE UNICORN by Odell Shepard
This book is essential reading for anyone interested in the historical basis of the unicorn legend. First published in 1930 by George Allen & Unwin of London, it has since been republished by others, including a lovely edition by Dover Books. The cover on the right is for a cheaper copy by Senate Books in the 1990s, part of a series of affordable classics that gave a fresh lease of life to many other wonderful studies of obscure beliefs.
For those unable to lay hands on a hard copy, below is a link to an online edition at Sacred Texts.