During a trip to Canada's Prince Edward Island, we were fascinated by the long rows of plastic-wrapped hay bales we saw in fields throughout the picturesque Maritime Province (see photo). Most bales were wrapped in white, while a few were black or black-and-gray striped. Almost all were round, but we also saw a few square or oblong bales that resembled stacks of giant marshmallows.
How did the farmers do it? It took a good week of watching and waiting, but we finally caught a local dairy farmer in the act. Using a fork attachment on a tractor to lift the bale and another attachment on the side to rotate a roll of plastic up and over it, the farmer wrapped the hay much as a doctor might wrap a sprained ankle. He then placed the bale at the end of the row of previously wrapped bales and pushed against it hard enough to minimize gaps between the bales. The technique allows the hay to be stored outdoors even in bad weather. You can see something similar at www.tudorag.com/Haywrap.htm. (The bales in the photo, by the way, were wrapped as a single tube by a different type of machine.)
As it turns out, the universe of hay wrapping machines is larger than we expected. You can see other examples by conducting a search on YouTube.