I've gotten as far as splitting it into two sets and I got: $${m+n+1 \choose m+r} = \sum\limits_{k=0}^{m}{m \choose k}\left({n+1 \choose r+k}\right) = \sum\limits_{k=0}^{m}{m \choose k}\left({n \choose r+k}+{n\choose r+k-1}\right)= {m+n\choose m+r}+\sum\limits_{k=0}^{m}{m\choose k}{n\choose r+k-1} $$ but I'm stuck about how to solve the final term. I also tried doing induction on m but got stuck in a similar place.
(I do not think that Vandermonde's identity does helps with this problem, as I am looking to solve for ${m+n \choose m+r}$ rather than ${m+n \choose r}$.)