I've decided to teleport the Mad Unicorn into the Dungeons of Dundagel. From a comment of mine on an old blog post:
The Mad Unicorn is a wandering monster that has appeared on multiple wandering monster charts of mine. Intruder_W encountered in at the beginning of my only 3rd edition campaign, where it wrecked a party exploring ol' Quasqueton.The poor creature began life as a normal, well-adjusted unicorn, but ended up cursed to forever wander the underworlds. If it finds a way out of a dungeon it is immediately teleported to a random location inside some other dungeon. Years of wandering an unknown number of hellholes has driven it insane.This backstory was written for the express purpose of beating up PCs with a unicorn.
No one has been able to slay, capture or save the Mad Unicorn.