A baling machine for forming large cylindrical bales of hay has a gate which can be raised to an open position for enabling a completed bale to pass under it for discharge. Upon initial opening of the gate, the bale initially rests on a horizontal support which is connected by a cable and link to the gate. On the gate being raised further, the moving gate pulls the support via the cable and link so that it swings downwardly in a rearward direction to form a discharge ramp along which the bale may roll onto the ground and beneath that gate. The arrangement is such, however, that in hilly terrain the gate can be opened initially to an intermediate position corresponding to an intermediate swinging position of the support so that the bale runs down the support and either lodges against the gate before or after it contacts the ground. On either event the gate stops the bale from rolling. The gate is then raised further and the machine driven away from the bale which therefore does not have unwanted momentum derived from rolling down the support which would increase the tendency of the bale to roll too far over the sloping ground.