How to Remove Carriage Return in Vi

I have a file that's failing due to a single carriage return at the end (0x0D). It was originally a carriage return/new line combination (0x0D, 0x0A). I've tried:

• deleting it in INSERT mode (deletes the last printing character and leaves the carriage return)
• %s/\r// (E486: Pattern not found: \r)
• %s/^M// (Ctrl+V, Ctrl+M to get ^M) (E486: Pattern not found: ^M)
• J to join with the next line (appears to do nothing to the last line)

All of them leave the carriage return in place.

How can I get rid of this character from within vi (not vim)?

EDIT

Now it appears it's adding a new line character (0x0A) whenever I save the file. So, the 0x0D is gone, but I still have an invalid character at the end of my file.

I tried adding two blank lines to see if it would add 0x0A or 0x0D, 0x0A (I'm using PuTTY from Windows) and it added two 0x0A characters, for a total of three.

If you have three lines, shouldn't you only need two line separators?

• %s/\n// (no error, but doesn't remove the character)