Back before the World Wide Web I was very active on the old GEnie computer network, particularly in the Science Fiction Round Table. Since this was the late 1980s and early 1990s, there was much discussion of the then-trendy subgenre known as "cyberpunk."
There was also a recognition, though, that cyberpunk (which had first hit the public consciousness around 1984) was no longer the hot new trend, and there was some discussion of what the next new thing might be.
As a joke, I suggested a couple of possibilities, and included a few sample paragraphs of alleged works in these new subgenres. One of which was vampire unicorns.
The sample paragraphs I provided combined the eroticism of vampire stories in those pre-"Twilight" days with lots of phallic imagery using the unicorn's horn, and... well, apparently they weren't as over the top as I thought, because people, rather than simply laughing at the joke, started asking whether they were real.
I said no, they weren't -- but then I got e-mail from an editor (who I think perhaps I shouldn't name here) who said that yes, she got the joke, but if I ever wanted to write a real vampire unicorn story, she'd buy it.
Well, hey, when an editor says flat-out that she'll buy a story if I write it, why wouldn't I write it? Even at the semi-pro rates Midnight Zoo was paying, it was a sure thing, and it really didn't take long.
She was as good as her word, and the story appeared in Midnight Zoo Vol 2, No. 2. (Midnight Zoo was a semiprozine that had no connection with Sonya Hartnett's novel or the Australian game show of similar names; it's long since dead, and even when it was still running it was a little iffy.)
The story doesn't seem to have been reprinted anywhere until I included it in In the Blood: Vampire Stories -- it may be a unicorn, but it's still a vampire.