Sam: Wait. So now unicorns are evil?
Dean: Yeah. Obviously.
While unicorns have been mentioned in Supernatural, they were believed to be non-existent. The unicorn in 7.14 Plucky Pennywhistle's Magical Menagerie was not a true creature; rather, it was manifestation of a child's fear through the use of hoodoo. However, in 9.16 Blade Runners, a unicorn skull can be spotted multiple times in the episode.
Dean: Well, little odd yes, supernatural maybe. But angels? I don't think so.
Sam: Why not?Dean: That's cute.
Dean: 'Cuz there's no such thing, Sam.
Sam: Dean, there's ten times as much lore about angels as there is about anything else we've ever hunted.
Dean: Yeah, you know what? There's a ton of lore on unicorns too. In fact, I hear that they, they ride on silver moonbeams, and they shoot rainbows out of their ass.
Sam: Wait, there's no such thing as unicorns?
In the episode, an employee of the chain, Howard, is using magic to kill children's parents with a manifestation of their children's fear. One man is killed when he is impaled by the horn of a unicorn.
When Sam mentions that he spent the previous year with someone, Meg asks "That's one rare creature. Tell me -- how'd you meet this unicorn?" Later she says "Oh, I heard the rest. You fell in love with a unicorn." As Sam leaves to help Dean and Castiel with the tablet and Meg prepares to fight Crowley she says to Sam "Go. Save your brother... and my unicorn."
A unicorn skull can briefly be seen in Magnus' mansion.
Unicorns in Lore
The Unicorn is mythological creature of Europe, particularly popular during the Middle Ages. Its horn was reputed to have healing powers, and the animal itself supposedly could only be captured by a virgin.