When I was a kid I remember finding a dried up garter snake in a hay bale- it must have gotten killed and baled- and it dried out. Yuck.
And I have read these stories here online occasionally about finding stuff in baled hay (like horse hay- large bales)- so our first bale we got for the bunnies I was pulling out handfuls and filling the hay bin for inside- and I was on edge just waiting for something- and all of a sudden I was convinced a heard a "squeak"- so I made my husband check the bale. There was nothing there- so it was my imagination that had me convinced there was a live mouse in the hay. And to this day I still have not found anything other than some hay to me that looks reedier or stalkier- but the bunnies seem to like that best. So caution- so not let your imagation get the best of you- I freaked myself out over nothing- and I am not even afraid of mice- I just don't like to be surprised or startled by them (and the thought of the poo/pee in hay).