In PowerShell (v2) this can be done with the following little snippet:
(-join(gc my_file))-replace"\s"
or longer:
(-join (Get-Content my_file)) -replace "\s"
It will join all lines together and remove all spaces and tabs.
However, for some languages you probably don't want to do that. In PowerShell for example you don't need semicolons unless you put multiple statements on a single line so code like
while (1) {
"Hello World"
$x++
}
would become
while(1){"HelloWorld"$x++}
when applying aforementioned statements naïvely. It both changed the meaning and the syntactical correctness of the program. Probably not too much to look out for in numerical golfed solutions but the issue with lines joined together still remains, sadly. Just putting a semicolon between each line doesn't actually help either.