xmllintコマンドで整形できます。

xmllint --format example.xml

パイプで使うなら | xmllint --format -

こんな感じ

$ curl --silent  'http://learningenglish.voanews.com/podcast/?count=4&zoneId=3521' | xmllint --format -

<?xml version="1.0" encoding="UTF-8"?>
<rss xmlns:itunes="http://www.itunes.com/dtds/podcast-1.0.dtd" xmlns:atom="http://www.w3.org/2005/Atom" version="2.0">
<channel>
<title>As It Is - Voice of America</title>
<link>http://learningenglish.voanews.com/archive/as-it-is/latest/3521/3521.html</link>
<language>en</language>
<itunes:author>VOA</itunes:author>
<copyright>2012 - VOA</copyright>
<itunes:summary>As It Is takes a daily look at issues in the news in the United States and around the world.</itunes:summary>
<description>As It Is takes a daily look at issues in the news in the United States and around the world.</description>

べんり！！