There are at least three artists with this name.

1) Unholy is a Finnish doom metal band that was considerably influential to funeral doom and death/doom styles. They formed in the late 80s as Holy Hell, and changed their name to Unholy in 1990. They released a few demos and 4 full-length albums. After the second full-length, the band was briefly broken up, and the guitarist was fired from the band for joining the military. After their reformation they made two more albums and then split up for good in 2000.

2) There's another band named Unholy, who hail from Syracuse, New York. Even though the band is new, its members are veterans who have been in bands such as Path Of Resistance, Another Victim and Godbelow.
Their CD "Blood Of The Medusa" is thrash infused metallic hardcore that's intense and straightforward. You'll hear influences of everyone from Carcass to Slayer to Corrosion Of Conformity.

3) There is also a swedish deathmetalband called Unholy. The lineup was: Mattias Hagman - vocals, Janne Wiklund - guitar, Henke Svensson - guitar, Johan Hamrin - bass, Mårten Magnefors - drums. They did 2 songs for the Metal North compilation (1993) and a 4 track EP - Abused(1994). They broke up in 1998 and Janne Wiklund later joined Left Hand Solution in 1998 and Henke Svensson joined The Confusions in 1999. Mårten also played drums in Peter Dolling Band amongst a thousand other bands.