I second Pauls suggestion.  I get a tarp big enough to make a floor under the hay bales.  Then fold back over the top and tuck in on all sides.   Once the hay is wrapped, I use numerious nylon rachet style straps to secure everything.

Ok, so when you strap down the tarp (canvas style) do you run a rope through the grommets also or just the ratchet straps? Of course I carry about 15 different straps in my truck and more in my trailer so I will have plenty!! LOL!! I thought of the tarp, but I was afraid it might come undone on the road and I wouldn't be able to see it.

Also looked at the hay bale bags and I just hate to spend that much (will be taking 6-8 bales for 2 horses) when I normally only carry enough hay for 2-3 days for 1 horse.

I have used bale bags for 7 years and they have been through pouring rain and hail going 65MPH down the highway and have had dry hay when arriving to my destination. The key is to buy quality hay bags that have canvas or other material cover the zipper. These ususally have air holes on the side, so I face the bags horizontal to the trailer and this limits the amount of moisture seeping in to the bag.

You could also use large leaf bags - these should be the heavy duty ones. This is cheap and works well too. I had to use this method last year as I had rotator cuff surgery and could not man-handle the haybales into the bale bags. I packed them the night before and loaded. Travel 7 hours to my destination and no bags were torn. I opened the bags for air when I set-up camp.

I prefer the Justin Bale Bags as they are larger and have lasted a good long time. The Tough-One from Horse.com works, but the zippers tend to bind sometimes and not as thick material - functional and cheaper, but will not last as long as the Justins.

The bale bags are ratch-it strapped to the hay carrier.

I wonder if something like this would work?

http://www.campingworld.com/shopping/item/ezee-up-rv-cover-lift/44348

It's only $60.00, it has a weight limit of 65 pounds so you may be pushing it a bit depending on the weight of your bales.

Agreed.....lots of horses eat hay, like round bales, that have been exposed to all kinds of weather.  Hay that gets rained on isn't going to hurt a horse.

I use the pick up bed for most weekend trips. I can easily get 4 bales in there and depending on how many horses I'm hauling, another 2-3 bales in the last stall of the trailer. My problem usually comes with hunting season, I always have my trailer full of horses, often even stuffing a 5th horse in my 4h trailer.  5 horses working hard in cold weather, with most of the grass froze off or grazed off by cattle permits means I bring lots of feed. Also a good elk hunt may mean 5-7 days. 2+ bales a day, = 10-15 bales I need to haul and no way that fits in the pickup bed.  And any hay I haul into public lands has to be Certified, So each bale has a tag that I don't want to loose.

I get up in the hay rack, Have who ever is around just tie a rope around the bale strings and I just pull the bale up. I need the exercise anyway.

LOL!! Ok, I think I will use the canvas tarp method. I have a skidsteer that I use to load the hay rack to save on my back or I have hauled them up with rope tied around the bale strings. hauling up with rope really sucks if you have to climb up and down for each bale though!! I can't put bales on my truck as I pull with an aluminum flatbed truck. 

Thanks for all the suggestions and helpful experience!!

Most of this article is in regards to harvesting hay not storing or transporting but in any case there will be near 0% spoilage, 0% dry matter loss, and 0% nutritional loss in 5 days.