The Last Unicorn: The Lost Journey by Peter S. Beagle
She was magical, beautiful beyond belief—and completely alone... The unicorn had lived since before memory in a forest where death could touch nothing. Maidens who caught a glimpse of her glory were blessed by enchantment they would never forget. But outside her wondrous realm, dark whispers and rumours carried a message she could not ignore: "Unicorns are gone from the world." Aided by a bumbling magician and an indomitable spinster, she set out to learn the truth. but she feared even her immortal wisdom meant nothing in a world where a mad king's curse and terror incarnate lived only to stalk the last unicorn to her doom.