No one has seen unicorns on this planet (at least in modern times. ;-)
Since no one has proven that they can not exist, then it is within the realm of possibility that they can exist somewhere in the universe.
After all, the universe has countless number of planets............ Hmmm, Scientists have only detected certain number of extra solar planets, does that mean that these planets did not exist before they were discovered?

There seems to be evidence that saucer and cigar shaped aircraft exist, since no one has proven that they can not exist, then there is the possibility that they can exist.

I wonder if this video was staged?