dos2unix is a command line utility that will do this.
Or in vim you can use:
:%s/\r/\r/g or
:%s/^M//g use Ctrl-v Ctrl-m to input the ^M
:set fileformat=unix
sed 's/^M$//' windows.txt > unix.txt
sed 's/\r$//' windows.txt > unix.txt
tr -d '\r' < windows.txt > unix.txt