¥They show up in the author's symbolism:
–Phoenix – Dumbledore's pet bird, who comes to Harry's aid in the Chamber of Secrets.
–Stag – the form which Harry's (and his father's) patronus takes.
–Unicorn – an animal which is studied at Hogwarts, is killed by Voldemort because its blood gives a sort of life; Harry's patronus is said to look something like one in Prisoner of Azkaban, p 385.