Alicorns

Alicorns, referred to in Hasbro's toy line as Princess Ponies, are pony characters in the show who have both a unicorn horn and Pegasus wings. They are all styled as royalty, but Meghan McCarthy, the show's head writer, says that the title of "princess" is one that is earned in Equestria.

The regal unicorn sisters
Princess Celestia and her sister Princess Luna are introduced in the first episode in a series of medieval-like drawings with a narration that says there were "two regal sisters who ruled together and created harmony for all the land," and that "the elder used her unicorn powers to raise the sun at dawn. The younger brought out the moon to begin the night." Lauren Faust commented that Princess Celestia was originally supposed to be Queen Celestia, the highest authority with no parents who outrank her. Her status was later changed to "princess" at Hasbro's request. Faust has stated that Celestia embodies the traits of all three pony kinds: Earth, Pegasus, and unicorn; however, Enterplay's trading cards of Princess Celestia, Princess Luna, and Nightmare Moon have since listed their pony type as both Pegasus and unicorn but not Earth. Faust has suggested that there is more to Princess Celestia than has been depicted of her in the series, and that she wanted Celestia to be "mysterious and hard to understand".

Celestia mentions in The Return of Harmony Part 1 that she and her sister used the Elements of Harmony to defeat Discord, and that they are no longer connected to the Elements now that Twilight Sparkle and her friends possess them. A similar effect to the swirling rainbow of the Elements of Harmony is performed by Celestia and Luna in a flashback in The Crystal Empire - Part 1.

Princess Cadance
The second-to-last episode of the second season introduces Princess Cadance. She is Twilight Sparkle's foal-sitter in Twilight's flashback, and she becomes her sister-in-law after marrying Shining Armor in A Canterlot Wedding - Part 2. Various promotional materials, including a New York Times ad, A Canterlot Wedding - Part 1's Hubworld, iTunes, and Netflix summaries, the back cover of the DVD Royal Pony Wedding, and the home page of Treehouse TV's Royal Wedding Contest site, state that she is the niece of Princess Celestia. A blurb on one of the toy sets featuring Cadance says that she and Shining Armor "lead the Crystal Empire together!" Indeed, a background pony proclaimed her as "The Crystal Princess!" at the end of The Crystal Empire - Part 2. Enterplay's trading card series lists her pony type as both Pegasus and unicorn but not Earth.

Queen Chrysalis
Queen Chrysalis was described in her debut episode's script as "a GANGLY BLACK PEGACORN with a gnarled black horn." She and the other changelings were designed by Rebecca Dart, the main character designer for season two. Rebecca was inspired by the work of manga artists Junko Mizuno and Hideshi Hino, and after reading the name "Chrysalis", she "figured [Chrysalis] should be insect-like." The changelings are referred to as a different species in the show and not as ponies.

Twilight Sparkle
Twilight Sparkle is introduced in the show as a unicorn, and she even calls herself a "regular old unicorn" in A Canterlot Wedding - Part 1, to which Princess Cadance replies "You are anything but a regular old unicorn." According to Meghan, "princess [in Equestria] is a designation that’s earned, not freely given and though princesses have specific leadership roles in pony society, being one really means 'being a good pony who shares the gifts that they have been given with others.'" Twilight is set to become a princess and gain wings in the episode Magical Mystery Cure.

Other winged unicorns
The show includes other Pegasus unicorns and a crew member of the show has explained them as animation errors. These include a filly in Twilight's imagination in Lesson Zero having both wings and a horn and three royal guards in one of Twilight's flashbacks in A Canterlot Wedding - Part 1 having both wings and horns.

There is an illustration showing a Pegasus unicorn princess mare and an Earth pony prince stallion in the book that the Cutie Mark Crusaders read in Hearts and Hooves Day.

In the episode Sonic Rainboom, Rarity is given wings by a magic spell temporarily, made of gossamer and morning dew. These wings are similar to those of the flutter ponies from Generation 1. The Glimmer Wings toys include a similarly butterfly-winged Rarity, packaged with a butterfly; according to this release's descriptions, Rarity "imagines having beautiful wings just like her butterfly friend". In Gameloft's mobile game, magic wings of the same design as in Sonic Rainboom are temporarily given to any non-Pegasus for the flying minigame, including the unicorns DJ Pon-3, Fancypants, Flam, Flim, Lyra Heartstrings, Prince Blueblood, Rarity, Shining Armor, Snails, Snips, Sweetie Belle, Trixie, and Twilight Sparkle. WeLoveFine's merchandise designs "Rarity Fabulous Bag" and "Flight of the Ponies" also depict Rarity with wings of gossamer and morning dew.

A Pegasus unicorn called Princess Skyla is included in the So Soft Newborn toys.

The player-designed ponies in Adventures in Ponyville, who can only be mares, can be Earth ponies, Pegasi, or unicorns, and for the Rainbow Dash's Cloud Bump minigame, Twilight Sparkle uses magic to give a player-designed pony and an unnamed Earth pony each a set of Pegasus wings temporarily; thus, if the player-designed pony is a unicorn, she will be a Pegasus unicorn for the minigame. The player-designed ponies in PonyMaker and its Rarity's Bridal Boutique version, who can be of any sex, can be Earth ponies, Pegasi, unicorns, or Pegasus unicorns.

A model sheet for Gameloft's mobile game includes "Sweetiebelle [sic]" as a Pegasus unicorn.

In a French My Little Pony magazine story, Celestia has a cousin named Léon, a four-year-old Pegasus unicorn.

WeLoveFine's merchandise designs have included several Pegasus unicorn depictions. "Dr. Hooves Line", "Dr. Hooves", "Hooves Scribble", and "Dr [sic] Hooves" include "alicorn" mares similar to Weeping Angels from Doctor Who; "Grown Up Ponies" included Fluttershy and Rainbow Dash both as Pegasus unicorns; "Engineered Alicorn" and "Steampunk Trixie" respectively included and include Twilight Sparkle and Trixie each equipped with steampunk wings; "All Dem Ponies" includes six Pegasus unicorns, three of them mares and three of them stallions; and "Iconic Print" included a Pegasus unicorn mare who was originally created by Lauren Faust.

The Alicorn Amulet
The Alicorn Amulet is an amulet which features the image of a winged unicorn. Trixie uses it to become a "highest level unicorn" and gain immense magical powers and antagonize the citizens of Ponyville in the episode Magic Duel. Twilight Sparkle finds out that only the wearer can remove the amulet and tricks Trixie into removing it with a staged magic show.