More than just a horse with a horn, Unicorns are actually transcendental spirits of total purity. Only able to survive in places that are pristine in their goodness, they are much less prevalent now then they were in ancient times. These days they are generally only found in the most remote parts of the world, and even then many are now only shadows, existing much more strongly in other universes than our own.
The purity of the unicorn makes it immune to need or desire. This means that even if you can locate one of these rare creatures, it will be incredibly difficult to catch. However many still try, spurred on by the promises of eternal youth, spiritual ecstasy, and the Unicorns horn; rumored to be able to cure any physical or mental disease.
The most common method for catching one of these powerful creatures is to use a pure young maiden. Unicorns will flee from most humans, because even the smallest amount of selfishness or evil repulses them. However, sometimes a person who is pristine in spirit and mind, usually a young woman, can have a powerful enough inner light that Unicorns will not flee from them. This allows them to approach and interact with the creatures. Sometimes the Unicorn will even recognize the purity in the girl as being similar to their own, and will grow very close and friendly to her.
The only way this method can work is if the girl is not actively seeking the unicorn for any selfish purpose. This makes catching the unicorn very difficult, because someone pure enough to come in contact with a unicorn, would never want to catch one.
In the past greedy people have exploited innocent girls, and tricked them into helping catch a unicorn. However when this method is employed, an even bigger problem arises. Unicorns exist in multiple universes at the same time. When the purity of their surroundings is corrupted in one universe, they begin to fade from it, and become stronger in the others. If faced with a particularly evil surrounding, the unicorn can temporarily fade completely from that incarnation. When this happens the entire universe suffers, and becomes a darker place, until its inhabitants have purified themselves enough for the unicorn to return.
When captured for selfish purposes a unicorn will immediately begin to fade from that universe. Any attempts to harvest the powerful unicorn horn will result in the creature disappearing immediately. This means that those who have captured it, will only gain a short period of spiritual bliss and a little bit of good health due to its presence, before the unicorn fades completely, leaving its captors behind with a painful and haunting memory of the complete joy they once experienced.
The only sensible way to capture a Unicorn is to purify oneself totally, both spiritually and mentally. Purifying one’s body is useful too, as unicorns don’t like unsavory odors. When you have reached a sufficient level of inner light, you will be unable to actively seek the unicorn without sullying your spirit. However it is still possible to wander pristine fields and quietly desire the unicorn’s presence. If both you and your desire are pure, the creature may reveal itself to you. If not, you still will have captured some small part of the mystical power of the unicorn, in the powerful purity you have gained within your own spirit.