HTML Tidy for Notepad++

Download and install the latest notepad++ (v6.1.1 as at today) from notepad-plus-plus.org/download ... then from npp.5.9.bin.zip (linked to in Rory's comment above) copy the contents of the ansi\plugins\Config\tidy\ folder into:(notepad++ install dir)\plugins\Config\tidy - finally, restart notepad++
http://stackoverflow.com/questions/6985637/notepad-htmltidy-unable-to-find-libtidy-dll

Other ways to indent:

http://softwarerecs.stackexchange.com/questions/1496/auto-indentation-plugin-for-notepad