In book six of "De Bello Gallico", Caesar gives us an excursus on Germany and talks about the wondrous fauna found in the "Hercynian forest". There, he says (or maybe he didn't; the entire paragraph may be pseudepigraphical) that there's "an ox of the shape of a stag, between whose ears a horn rises from the middle of the forehead, higher and straighter than those horns which are known to us. From the top of this, branches, like palms, stretch out a considerable distance."
Okay, I took some liberty with the branches. The unicorn looks pretty appalled that anyone would write such nonsense.