Meta: isfdb. This magical realism short story appeared 1972 in Terry Carr’s anthology Universe 2.
Synopsis: Narrator Paul is walking with his unicorn through the night streets of New Orleans meeting virgin Lizette. He loved too much and she too little meeting the wrath of the God of Love. Now is their last chance as ghosts to escape eternal damnation.
Review: I loved the poetic language, and the atmospheric scenery of New Orleans when those two ghosts wandered the Irish Quarter, drank coffee and had a beignet in Bourbon Street, drink a julep in the Royal Orleans Hotel, visit a flamenco show, and finally arive at the Saint Louis Cemetery. The three characters – especially the unicorn – didn’t impress me at all, the plot wasn’t outstanding. I wonder if this story was a kind of reaction of Ellison to some mardi grass queen going sour.