Actually, yes. The rhino, which is now extinct in China, featured prominently in some very ornate and surprisingly lifelike works of art. These items generally range from the Shang Dynasty all the way to the Han Dynasty. One particularly beautiful item is the Western Han rhinoceros wine cup which you can see here: link. "It has been speculated that the Chinese "unicorn", known as the qilin or zhi is a cultural memory of the Elasmotherium. A wooden sculpture of a charging bull-like creature with a huge single horn, similar to modern reconstructions of the Elasmotherium, was discovered in a late Western Han (206 BC – AD 9) tomb at Wuwei, Gansu in 1959."

There are some interesting theories that the myth of the unicorn was inspired by the Arabian oryx. This species nearly went extinct in the 20th century, but was restored by breeding programmes. Pliny the Elder and Aristotle both commented on the likelihood that the oryx contributed to the unicorn myth. While it possesses two horns, when viewed in profile there appears to be only one. In addition, if a horn is lost through illness or battle, it would not grow back. It's therefore likely that there used to be lots of unicorn-looking creatures bouncing around the Arabian peninsula. An animal saved from the brink of extinction, but with possibly a lot to answer for in mythology!