Pre baked shadows in Unity 5??

I can't seem to find a way to bake all the shadows in my scene, so I can remove the actual shadows to increase performance and I tried doing the same like older Unitys but it just won't work in Unity 5! If I click build and it finishes loading, there are still no baked/painted shadows! I did everything right and it worked in every older version. Is there any way to get the old simple baked shadow feature back??