grep to find files that contain ^M (Windows carriage return)

grep -r $'\r' *

Use -r for recursive search and $'' for c-style escape in Bash.

Moreover, if you are sure it's a text file, then it should be safe to run

tr -d $'\r' < filename

to remove all \r in a file.

If you are using GNU sed, -i will perform an in-place edit, so you won't need to write the file back:

sed $'s/\r//' -i filename

When I tried, I could tell it was sort-of working, but the lines were printing blank. Add in the option:

--color=never

If you get this issue, I think it's the escape characters for color highlighting interfering with the \r character.

If I understand your question correctly, what you really want is to normalize all line-endings to the Unix LF (\x0a) standard. That is not the same as just blindly removing CRs (\x0d).

If you happen to have some Mac files around which use just CR for newlines, you will destroy those files. (Yes, Macs are supposed to use LF since almost 20 years, but there are still (in 2019) many Mac apps which use just CR).

You could use Perl's \R linebreak escape to replace any sort of newline with \n.

perl -i.bak -pe 's/\R/\n/g' $your_file

This would replace in-place any sort of linebreak with \n in $your_file, keeping a backup of the original file in ${your_file}.bak.