They're tilted because Curiosity is actually sitting on a pretty steep incline right now, it's climbing up a mountain after all, so the horizon is slanted/sloped.

They're cut and stitched together because the camera's field of view is not wide enough to capture the scene in one photo, instead it creates *mosaics* of photos produced by stitching together dozens of photos taken seconds apart. This is necessary to get such amazingly high resolution panoramas. There IS a wide angle camera with a big enough FOV to capture it all on one go, but the result is quite unspectacular!