Native to the wilds of North America and the Far East, this extremely rare golden-furred giant ox’s blood gives the drinker immense strength. However, since demand far exceeds supply, Re’em blood is found on the open market only rarely (FB).
According to the NSOED's historical information about the word 'unicorn', "re'em" was Hebrew for 'wild ox'. The accompanying derivation in the NSOED tallies with the above.
The Re'em is not featured in any of the books other than Fantastic Beasts and Where to Find Them.
From The Truth About Unicorns by James Cross Giblin:
"In the original version, the Hebrew writers referred seven times to a powerful animal called the re'em. One of these references appeared in the description of Joseph.... Not knowing what animal the Hebrews had in mind, the authors of the Septuagint translated re'em as monoceros, the Greek word for unicorn. "There's no reason to believe, however, that the Hebrews thought of the re'em as one-horned. Some later scholars argued that it was probably the African antelop, the oryx. They pointed out that the Arabic word for oryx was the similar rim" (page 41).
The reference to Joseph is from the Biblical book of Deuteronomy: "His Glory is like the firstling of his bullock, and his horns are like the horns of unicorns...." (Deut. 33:17). (Thanks to Pigwideon on the Lexicon Forum for this information)
JKR borrowed the idea of the Re'em from ancient writings, although she created her own description of this mysterious beast.