A machine to form compact rolls of hay of substantial size by picking up a swath or windrow of hay and the like from a field, engage it by cooperating upper and lower endless flexible aprons driven in suitable direction to coil the hay into a compact roll while supported upon floor means mounted stationarily in the bottom of the machine to effect baling of all the hay without loss upon the ground. When the roll type bale of hay reaches a predetermined diameter, the upper apron raises to stop driving the same and provide an exit and the lower apron assists in ejecting the bale onto the ground, or the machine can transport it to a desired location for discharge, if desired. The upper apron initially is in contracted position and means are included to provide tension upon the upper conveyor to resist expansion of the same around part of the roll as the diameter thereof increases, said tensioning means also are such as to provide substantially uniform pressure upon the roll as it increases in size.