Scale is the obvious answer. The Legoland model is huge, which means you're not seeing the brick-level quantisation as easily (quantisation is most obviously seen in mosaics but that works in 3D too).
Getting the same effect at smaller scales usually means a lot of SNOT and using sloped bricks. These days there is a huge range of slopes available, from 4 high, 1 deep to 1 high, 6 or 8 wide. If you flip those on their side (SNOT) that gives you a wide range of angles. But of course this can be very expensive as you end up using a lot of rare sloped parts. For micromodels this can be the only workable approach, and a carefully selected stack of cheese wedges can look great.
A simpler SNOT approach is to use tiles with hinges to minimise the discontinuities at the corners. Instead of a brick width (5mm) you have 1/3 of a brick height (8/3 mm = ~2.6mm), and it's often possible to move things so that there's no obvious discontinuity, just the tile end that's at 90° rather than the actual angle. If you're building a brick or stonework wall using a lot of 1x2 tiles with 1x1 tiles as the endworks can be very effective, especially if you mix the various shades of grey. Like this: http://www.flickr.com/photos/legoarts/5548508462/ Modifying that technique to have a backing plate, hinges, and extending the plates 1 stud past the edge of the plate to reduce the "height" offset works well.
Another approach is to give up on studs altogether and use Technic beams. That gives you rounded corners instead, but can be effective with larger models (but the colour palette is limited and it can be expensive). This allows you to easily build round structures and varying curves.
For smaller curves it's possible to bend Lego walls. If you search for lego circular walls there are a lot of images. The basic technique is to mix in more round elements as the curve gets sharper. I've also seen a Lego wave built this way out of transparent 1x2 plates.