Instead of being bound by being wrapped with twine, wire or plastics sheeting, relatively large bales of crop formed by winding are made cohesive by pressing a pushing or penetrating member into the bales as the outer layers are formed. The pushing member forces stalks from each layer of crop into inner layers, to achieve a plaited or braided effect that keeps the bale intact.In another embodiment U-shaped binding elements are shot into the bale for holding the bale together after it has been formed.