Sure, veggies can harbor bacteria. I think hay is more likely to contain mold/fungus spores, because bacteria and living mold require moisture, which hay doesn't have a lot of.
I remember when I first got Tony almost 3 years ago (gotcha day coming up next Sunday!) there was a salmonella on spinach scare, or something. Part of why you should wash your veggies, why the USDA (here, at least, I'm sure Canada has an equivalent Department of Agriculture) keeps track of food-borne poisoning, and why they do recalls etc. Usually the outbreaks of bacteria on vegetables and fruit are due to contamination by human waste somewhere between the field and the store. That's why they don't happen that often--producers try to keep things clean.