Poor Man's SQL Formatter for Notepad++ can do it, it leaves a lot to be desired though in terms of customization. It has saved me a lot of times, since I'd rather read Poor Man's code than the code of the other people.
I am using Jetbrains Datagrip to write SQL all day, every day. It can auto-format SQL just like all their other tools can auto-format the language in use. It also has a bunch of other handy stuff like symbol completion from the current database.