If you have a large number of files to convert, you'll need something a bit more
efficient than the Online Character Set Conversion page.
iconv is an excellent solution if you are comfortable at the command line.
iconv utility is included with most Linux distributions and is available for Windows.
The basic command is:
iconv -f old-encoding -t new-encoding file.txt > newfile.txt
You can get a list of supported encodings with (that's a lower-case L, not a one):