Long ago when the time came for two of every animal to board Noah's ark to avoid the coming flood, every animal, except the Unicorns, made it onto the boat because the unicorns were too busy frolicking and playing in the grass. So when the flood came and the unicorns saw that they were going to drown they cried out "Oh Lord, please save us from the rising water that we may not drown!" On hearing their cries and seeing the unicorns in such danger, God asked them "Why did you not board the ark as you were told to?" And the unicorns replied "We were too busy playing and forgot. We are sorry! Please help us!" So God, having mercy on them, changed them into whales so that they would not drown and would survive the flood. And that is why the narwhal whales have horns and why unicorns no longer exist.