Yes, I had been helping a friend/farmer with hay for a couple of years and most of the hay ground is hills, much better with round bales, but they do take off, end up in hedgerows, small ravines/creek beds, and swamps. We use a 3150 fwa jd for loading and retrieving those.
In '09, I was driving the tandem mack with a sileage/grain body, to haul the bales to the barn where they are stored under cover, and I turned around, one was coming right at me, his son was on the round baler, and had been trying to drop em where they would stay, but there were some that rolled down the hill.
This was a big field, 30 acres or more, and the 4440/315 NH was also baling at the same time, his brother had parked his pick up at the bottom of the field, and just like murphy's law, one started from the top, right towards it, while he and I were standing by the Mack truck. Both balers stopped to watch, they could not do anything.
Before you know it, I was sprinting across that field to the other side to head it off, they are 5' bales, and they average 700 lbs, tight and dense too. I caught up to the bale, got behind it and jammed my elbow/forearm into it to act like a brake, just kept working on it, till it slowed and I got it stopped, turned it sideways too, both of them said "I don't know how he done it". I wish my good friend the farmer saw this, he'd have gotten a good laugh and a funny memory in that field. It was dead on to that truck too, bet he won't ever park there again.
In '07 we did like 40 or 50 acres, before he got the new baler, had a big square custom bale and another round baler do the same, nice dry, no humidity stretch, so much hay down, he called me to load the truck, and don't you know I bump one of those rounds, it starts going, but being quick thinking, I just headed it off with the tractor and got a fork in front of it, was headed to a strip of nice corn and then a swamp. This farmer is no slouch when it comes to money, losing bales from rolling off hillsides is not on the agenda nor acceptable, money is money and that hay pays the bills on this new equipment, he sells to a huge dairy 2000 head.
We had another, the town called him on it, was in a V shaped creek/ditch, the 3150JD with FWA got it, had those wheels in the ditch too, a$$ end up but got 'er out. Another one ended up in the swamp, farmer was working alone, he called me, I went over, he got the NH skidsteer buried, went back for the 3150 and got that one out of a swamp.
Won't be the last of them I am sure, lots of fun getting em out of tough places or keeping them from rolling. I suggested that this could be a new sport, bale rolling, in that big field on a side hill, field is perfect for it, just don't hit that big new house at the bottom, for sure I thought we would see one on their back deck/patio or in the living room.