You could always use angle points to roughly trace the radius of the curve. Of course that will require more posts. 2 per angle point.

If the curve is not very tight, I think you could probably induce a radius into your rails using 2x material. You may have to back-bevel the fence boards to go around the curve as well.

If it were my house and I wanted a curved fence, I would figure out a way to do it. Then again, I almost always choose to do things the hard way if I think the end result will look cool to me.