The combination of a lion and a unicorn in representation of the United Kingdom goes all the way back to the Union of the Crowns in 1603 when King James VI of Scotland (King James I of England ascended to the crown after the death of Queen Elizabeth I. The Royal Coat of Arms of Scotland features two unicorns as the heraldic supporters, whereas the English Royal Arms featured various supporters, including most frequently the lion.
The unicorn was thought to rule through harmony while the lion rules through might, and the two of them symbolized the shared rule of the Scottish unicorn and the English lion over the United Kingdom. That concludes our brief history lesson into the Lion and the Unicorn.
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