As the primary curl author, I'm finding the comments here interesting. That blog entry "Teaching wget About Root Certificates" is about how you can get cacerts for wget by downloading them from curl's web site, and people quickly point out how getting cacerts from an untrusted third party place of course is an ideal situation for an MITM "attack".
Of course you can't trust any files off a HTTP site or a HTTPS site without a "trusted" certificate, but thinking that the curl project would run one of those just to let random people load PEM files from our site seems a bit weird. Thus, we also provide the scripts we do all this with so that you can run them yourself with whatever input data you need, preferably something you trust. The more paranoid you are, the harder that gets of course.
On Fedora, curl does come with ca certs (at least I'm told recent Fedoras do) and even if it doesn't, you can actually point curl to use whatever cacert you like and since most default installs of curl uses OpenSSL like wget does, you could tell curl to use the same cacert your wget install uses.
This last thing gets a little more complicated when one of the two gets compiled with a SSL library that doesn't easily support PEM (read: NSS), but in the case of curl in recent Fedora they build it with NSS but with an additional patch that allows it to still be able to read PEM files.