DOS (Windows) uses CR-LF to mark the end of lines in text files. Unix just uses LF. Wikipedia has a long article on these differences if you are interested.
Viewed in older versions of vim, DOS text files had a ^M at the end of every line. This made identification of text files that had been uploaded via binary mode FTP very easy. It seems recent versions of vim auto-detect the text file type and no longer show the ^M by default.
Vim can be told to not try the DOS text file type with the ‘:set fileformats=unix’ command. If you set this option DOS text files will have the familiar ^M at the end of each line.
The text file type can be changed to Unix for the current buffer (file being edited) by ‘:set fileformat=unix’. Opening a DOS text file, setting the type to be Unix and then saving the file will convert it to a Unix text file.