They are known all over the world.
We also have Pegasus and Pegacorns/Alicorns .
Unicorns are horses with a horn that they can use
for magic abilities.
Pegasus's are horses with wings that can fly.
Pegacorns/Alicorns are horses with a Horn and Wings. They have both abilities.
As those creatures are not real, it is better like that.
They are beautiful and mystic, but with their horn it would be easy to accidentally kill people or other animals.
The Unicorns and Pegasus come both from Greek fantasy.... If i had to remember it was a Pegasus who came out in medusa's defeat, and the unicorn i don't remember.
My Little Pony
MylittlePony is a tv-show for children (or whatever age) which has earth ponies, unicorns and pegasus's and Alicorns. It's fandom makes unique creations, based on all of those species. Some even give attention to the background characters.
MLP:FIM is on this moment the most popular tv-show with unicorns, pegasus's and alicorn princess's.
The main character, Twilight Sparkle, was first a unicorn, now a alicorn princess.