This is from memory, without a machine to test it on.

perl -pi.bak -e "BEGIN{binmode(STDOUT)}" file1 file2
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UPDATE
Erk, the above doesn't work. You could do it like this:

perl -pe "BEGIN {binmode(STDOUT)}" < in_file > out_file
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or probably like this:

perl -pi.bak -e "binmode ARGVOUT" file1 file2
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The idea being that you are reading in with the usual \r\n to \n conversion, and then you print out without that conversion. (Thereby dropping the "\r".)