Elliptical board edges in KiCAD or CircuitPro?
I think an example worth a million words, so I wanted to make a tutorial on this.

Here is the box I am going to create an outline for:



Here is an example PCB drawing from the datasheet of the box:



After opening up Pcbnew, select the layer for edges. In the current version of KiCad (BZR4008), it is called "Edge.Cuts". First, I am going to draw the upper and lower edges, which are 62 mm. Then the left and right edges, which are 32 mm. I am using the tool below which has a tooltip of "Add graphic line or polygon".



Now that everything is fine, I can draw the other shapes:



Here is the tool we are going to use for that:



This tool is basically a partial circle. To use it, click on the point which will be the center of your circle, then with the mouse, you will set the radius with a visual aid of the KiCad. A very helpful thing is to change the cursor so it shows full coordinates, with the button shown below:





Just for the sake of an example, let's make the edge facing outside:



You cannot make correct ellipses with this method, unfortunately. You have to use the graphic embedding, or the approximation methods for that, which were mentioned by Nick Alexeev.