I've Always Kept a Unicorn tells the story of Sandy Denny, one of the greatest British singers of her time and the first female singer-songwriter to produce a substantial and enduring body of original songs. Sandy Denny laid down the marker for folk-rock when she joined Fairport Convention in 1968, but her music went far beyond this during the seventies. After leaving Fairport she formed Fotheringay, whose influential eponymous album was released in 1970, before collaborating on a historic one-off recording with Led Zeppelin - the only other vocalist to record with Zeppelin in their entire career - and releasing four solo albums across the course of the decade. Her tragic and untimely death came in 1978.

Sandy emerged from the folk scene of the sixties - a world of larger-than-life characters such as Alex Campbell, Jackson C. Frank, Anne Briggs and Australian singer Trevor Lucas, whom she married in 1973. Their story is at the core of Sandy's later life and work, and is told with the assistance of more than sixty of her friends, fellow musicians and contemporaries, one of whom, to paraphrase McCartney on Lennon, observed that she sang like an angel but was no angel.