Edit: after posting my initial response I remembered a sandwich shop near me that has a 'bread machine' that produces baguettes. Lee's Sandwiches (an international franchise operation of French-Vietnamese cuisine) has a machine which indeed produces baguettes from raw materials. Mixing, kneading, shaping and baking are all accomplished in this one 'machine'. (I can't find a picture of it online, so I will have to go take one for you :) ) But the machine sets in a glass walled room off the dining room and is (estimate) 10 ft x 25 ft in size. It has various mixers and conveyors that move the dough through the process. I do believe the final output does have to be manually moved into a large (room size) oven where it is baked. I would hazard a guess that such a machine is runs over $100,000 (US) The glass and lighting don't allow a really good view of the machine(s) -- it may be two separate machines doing the work.. but the first one gives you an idea of the scale. The second pic is the best of several (and still not very good) of the machines themselves. That said, yes there are 'bread machines' to make baguettes, I doubt it will fit in your kitchen.
other than that:
If you want bread of a shape different that the built in baking pan then you are going to have to remove the dough from the bread machine after the kneading stage. Several bread machines have a setting (or settings) that accommodate this function. For instance these instructions from a popular Oster bread maker:
Dough Instructions 1 Put ingredients in bread pan and put the bread pan into the breadmaker. 2 Press the “Menu Select” button to choose either the dough or bagel dough setting (if making bagel dough). 3 Press the “Start/Stop” button. The display will begin counting down the time on the Dough setting. When dough is ready, the unit will signal and the display will read “0:00.” 4 Press “Start/Stop” button and hold it down until you hear a beep and the display clears. 5 To remove the bread pan, grasp the handle firmly and lift the pan out. Note: The pan does not get hot when using the dough setting. Preparing Dough for Baking 1 Lightly sprinkle all-purpose flour onto a pastry mat or board. Using a rubber spatula or wooden spoon, remove dough from the bread pan and place on lightly floured surface. Knead by hand 2 or 3 times to release the air. If the dough is easy to handle without flour, shape on a lightly oiled, clean countertop. 2 Shape dough into your favorite rolls, coffee cake, etc. (suggestions follow). Place on greased baking pan. Cover dough with a clean cloth and let rise until almost doubled in size (about 1 hour). 3 Bake as directed in the recipe. Remove from pan and cool on a wire rack or serve warm.
At this point your 'bread maker' is really nothing more than a dough mixer but that can be convenient for many recipes.