What is the newline character ?
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Escape characters are dependent on whatever system is interpreting them. \n is interpreted as a newline character by many programming languages, but that doesn't necessarily hold true for the other utilities you mention. Even if they do treat \n as newline, there may be some other techniques to get them to behave how you want. You would have to consult their documentation (or see other answers here).
For DOS/Windows systems, the newline is actually two characters: Carriage Return (ASCII 13, AKA \r), followed by Line Feed (ASCII 10). On Unix systems (including Mac OSX) it's just Line Feed. On older Macs it was a single Carriage Return
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