unicorns & stained glass windows

I was just very sharply reminded of a book in which there is a unicorn caught in a stained glass window. I can’t remember anything else about the book except it was perhaps one of the ‘children from our world go to another world’ stories.

Anybody know what it is?

Edit: Actually, I do remember one other thing about it. I believe the children broke the glass in question, and part of the plot was that they had to re-capture the unicorn. Whether this was a good or a bad thing, I don’t remember.