Here is the whole context in Job Chapter 40. Actually it is God speaking, rather than Job. 15 Behold now behemoth, which I made with thee; he eateth grass as an ox. 16 Lo now, his strength is in his loins, and his force is in the navel of his belly. 17 He moveth his tail like a cedar: the sinews of his stones are wrapped together. 18 His bones are as strong pieces of brass; his bones are like bars of iron. 19 He is the chief of the ways of God: he that made him can make his sword to approach unto him. 20 Surely the mountains bring him forth food, where all the beasts of the field play. 21 He lieth under the shady trees, in the covert of the reed, and fens. 22 The shady trees cover him with their shadow; the willows of the brook compass him about. 23 Behold, he drinketh up a river, and hasteth not: he trusteth that he can draw up Jordan into his mouth. 24 He taketh it with his eyes: his nose pierceth through snares.
Obviously part of the language is intended to be figurative, for example when God uses simile to compare the strength of the behemoth's bones to "strong pieces of brass" and "bars of iron." But contextually I see no reason to suppose it was not a real animal with which Job would have been familiar.
Re'em (translated unicorn in the KJV and wild ox in NIV) is some kind of animal that is mentioned nine times in the Bible (Numbers 23:22, Numbers 24:8; Deuteronomy 33:17; Job 39:9-10; Psalms 22:21, Psalms 29:6, Psalms 92:10; and Isaiah 34:7). We know it wasn't the mythical unicorn, but that is not the only meaning of the English word. Wild ox seems a little lame for some of the descriptions of the critter. Rhinoceros could fit well. Nevertheless...
I can't speak for others, but for myself I am not certain what animals some of the animals mentioned in the Bible were. Perhaps some of them are now extinct. It's really not that critical, although some people try to use the unknown to create doubt and overthrow the faith of some.
