A self-propelled agricultural combine having a capability for baling crop residue produced by operation of the combine, including chaff from the cleaning system. The combine can also incorporate a dust suppression capability. The crop residue produced by threshing is in a compressed state, and is routed directly to a baler of the combine is essentially a continuous, compressed stream, while still in that state, and the chaff is mixed in before compaction into the bales. The dust suppression apparatus uses air flow of a cleaning system of the combine, to carry the dust and separates the air such that the dust will fall from the combine.