In Assassin’s Creed: Brotherhood for the PS3, Xbox 360, and PC, you can the make all horses turn into Unicorns by unlocking a cheat in the cheats menu.
To cheat is called Ride the Unicorn, and you’ll need earn 100% total synch in Sequence one to unlock it.
Check out my other guide if you’re looking for more cheats for Assassin’s Creed: Brotherhood.