A self-propelled agricultural combine, comprising: harvesting apparatus configured and operable for cutting and gathering crops from a field and conveying the gathered crops to a threshing system contained within a housing of the combine, the threshing system being configured and operable for separating the crops into a first flow consisting essentially of crop residue discharged from a first location, and a second flow consisting essentially of grain and chaff discharged at a second location separate from the first location; a grain cleaning system disposed within the housing for receiving the second flow of the grain and chaff from the threshing system and creating a third flow consisting essentially of chaff; a chaff conveyor system configured and operable for conveying at least a substantial portion of the third flow to a location adjacent the first location and discharging the conveyed flow into the first flow; and a baler disposed within the housing and including an inlet passage positioned for receiving the mixture of the chaff and the crop residue of the first flow, characterized in that the baler further comprises a pre-compressing apparatus (86, 90, 92) for moving and compressing the mixture of chaff and crop residue towards a bale forming chamber for compressing the chaff and the crop residue received from the input path into bales, and a knotting mechanism for securing baling twine around sections of the bale as they are completed, the completed bale being pushed from the bale forming chamber by the action of a plunger reciprocating inside the bale forming chamber to discharge the bales from the combine, the threshing system includes at least one rotor having a discharge end adjacent the first location, the rotor being rotatable for discharging the first flow of the crop residue in a compressed state from the discharge end into the inlet passage of the baler, and wherein the inlet passage is shaped and sized as a generally U-shaped duct so as to at least substantially maintain the crop residue in the compressed state en route to the baler. harvesting apparatus configured and operable for cutting and gathering crops from a field and conveying the gathered crops to a threshing system contained within a housing of the combine, the threshing system being configured and operable for separating the crops into a first flow consisting essentially of crop residue discharged from a first location, and a second flow consisting essentially of grain and chaff discharged at a second location separate from the first location; a grain cleaning system disposed within the housing for receiving the second flow of the grain and chaff from the threshing system and creating a third flow consisting essentially of chaff; a chaff conveyor system configured and operable for conveying at least a substantial portion of the third flow to a location adjacent the first location and discharging the conveyed flow into the first flow; and a baler disposed within the housing and including an inlet passage positioned for receiving the mixture of the chaff and the crop residue of the first flow, characterized in that the baler further comprises a pre-compressing apparatus (86, 90, 92) for moving and compressing the mixture of chaff and crop residue towards a bale forming chamber for compressing the chaff and the crop residue received from the input path into bales, and a knotting mechanism for securing baling twine around sections of the bale as they are completed, the completed bale being pushed from the bale forming chamber by the action of a plunger reciprocating inside the bale forming chamber to discharge the bales from the combine, the threshing system includes at least one rotor having a discharge end adjacent the first location, the rotor being rotatable for discharging the first flow of the crop residue in a compressed state from the discharge end into the inlet passage of the baler, and wherein the inlet passage is shaped and sized as a generally U-shaped duct so as to at least substantially maintain the crop residue in the compressed state en route to the baler.