Use sed to add a newline to the end of a file (this will perform an in-place replacement and create a backup file, MYFILE.bak):

$ sed -i.bak '$G' MYFILE

Some programs, such as Emacs, will omit the trailing newline from a file unless configured to add one. Emacs can be configured to add a newline automatically.

Emacs can be configured to add a trailing newline by updating ~/.emacs as follows:

(setq require-final-newline t)

There are a few different ways to convert a DOS file to Unix format, but the most available is probably this:

$ col -bx < dosfile > unixfile