The animosity which existed between these beasts, referred to by Spenser in his Faërie Queene, is allegorical of the animosity which once existed between England and Scotland.
Like as a lyon, whose imperial powre A prowd rebellious unicorn defyes.
Book ii. canto 5.
Lion and Unicorn. Ever since 1603 the royal arms have been supported as now by the English lion and Scottish unicorn; but prior to the accession of James I. the sinister supporter was a family badge. Edward III., with whom supporters began, had a lion and eagle; Henry IV., an antelope and swan; Henry V., a lion and antelope; Edward IV., a lion and bull; Richard III., a lion and boar; Henry VII., a lion and dragon; Elizabeth, Mary, and Henry VIII., a lion and greyhound. The lion is dexter —i.e. to the right hand of the wearer or person behind the shield.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894