The elusive saola, or two-horned unicorn, is cited to be one the rarest large animals on Earth, and has yet to been seen in the wild by a biologist!
Fact file: Saola (Pseudoryx nghetinhensis)

Saving weird and wonderful animals from extinction
The elusive saola, or two-horned unicorn, is cited to be one the rarest large animals on Earth, and has yet to been seen in the wild by a biologist!