Legendary Animals

Phoenix
The Phoenix have their own realm where they live when not out and about in the mortal one. Phoenix are immortal, but their bodies can be slain if considerable effort is taken to overcome their natural defenses and ability to heal themselves upon sustaining injury. Unless there is need for them to change within the mortal realm, the phoenix will often be found in a human form. If touched, you might feel that their warmer than normal humans but that is the only sign to be had without cutting them or having them tell you outright unless you happen to be able to sense or see past the surface level to the soul which lies within the body.

If a phoenix suffers injury that causes blood to be spilled, a flame will erupt to effectively heal the injury. If the injury is life-threatening, then the entire body will abruptly burst into flames to restore them back to full health. The only way to effectively kill a phoenix and prevent this renewal is to arrange for the killing to happen in a place so damp, and soaking wet and rainy that the flames will be doused before they can prevent the body from actually dying. Also drowning is another perfectly viable way to kill one in human form.

Once the phoenix has been slain, there is general a watch begun for the soul of the slain phoenix to be reborn within another body. Phoenix are born within human bodies until that form suffers a fatal end, where upon they awaken to their actual nature and join the ranks of the other phoenix.

Phoenix young are extremely rare but do happen. The children resulting from such births are usually fostered out to human couples until til the time that they awaken and then are taken back into their own kind once again and are reunited with their actual parents.

Unicorn
"The unicorn is the only fabulous beast that does not seem to have been conceived out of human fears. In even the earliest references he is fierce yet good, selfless yet solitary, but always mysteriously beautiful. He could be captured only by unfair means, and his single horn was said to neutralize poison." 

Unicorn's will be restricted to the four-legged form unless you desire to have someone to experiment on the unicorn via alchemy or magic, thus granting it a human form to change into.