If you're very, very lucky, it will turn up out of the blue when you least expect it. You point, perhaps hop up and down as though you were standing barefoot on hot sand, and usually a noise trying to be a word without succeeding escapes your lips. If you are unlucky (and by unlucky, I mean "lottery" unlucky, meaning "most likely"), you will not have witnesses. The item you've discovered is a unicorn.
It could be food-related; a long-lost penny candy, a flavour of snack food, a candy bar thought to be a myth by your long-suffering friends who humour you when you check the chocolate aisle for eleventy-first time. It could be an item of clothing seen in a shop window on a hurried walk past and that no sales clerk has ever heard of if you try to locate it the next day when you actually have the time. Or it could be a song you heard on the radio but the announcer failed to mention the title or the artist after you listened patiently only to receive a discount furniture commercial for your effort. Suspicious Eyebrow is even more likely to occur in the event of a song, especially when you tell them it went "hmmm, hmmm, hmmm, da-doo doo doo da-doo" and that you think it had the word "blender" in it.
For my other half, it's a book he had once and really enjoyed before it ripped a hole in the space-time continuum and killed its own grandfather, preventing itself from ever existing again in any form other than his memory of it. He's fairly certain the word "pyramid" was in the title, although no internet search or secondhand bookstore scouring has ever turned up a copy.
But to find one, or have one find you, is like a little reassurance from the universe that sometimes, the improbable (and even if very rarely, the impossible) can actually be.
So, what's your unicorn?