Thanks to this post on Tech recipes I can easily replace DOS/Windows line endings in files:

To remove the ^M characters at the end of all lines in vi, use:

:%s/^V^M//g

The ^v is a CONTROL-V character and ^m is a CONTROL-M. When you type this, it will look like this:

:%s/^M//g

In UNIX, you can escape a control character by preceeding it with a CONTROL-V. The :%s is a basic search and replace command in vi. It tells vi to replace the regular expression between the first and second slashes (^M) with the text between the second and third slashes (nothing in this case). The g at the end directs vi to search and replace globally (all occurrences).