How can I get Vim to indent all the lines in a list item - not just the second?

The n option of Vim's formatoptions setting will indent the second line of a list item to match the indentation of the first line. However, the third and subsequent lines revert to no indentation, thus:

1. Doing a list. This is my list. I am writing
   a list. It's quite a long list. It's really
long. I can't believe how long it is. And
this just the first item!

2. Another list item.

I'd really like it to indent all the lines, like this:

1. Doing a list. This is my list. I am writing
   a list. It's quite a long list. It's really
   long. I can't believe how long it is. And
   this just the first item!

2. Another list item.

Is this possible, either using Vim's own options, a script, or an external formatting program, such as par?

I think just setting 'autoindent' should fix that. It does for me.

set ai

in your case i would do this:

 :set autoindent       " just for interactive indenting (see answer of @Rich) 
 :set fo+=2n           " :help fo-table
 :set tw=47            " your text shall wrap at xyz

(the tw=47is important for ..) and then reformat a paragraph by pressing gqap

note: i couldnt reindent the paragrap with = either, maybe someone else figured that out.