How do you bend a sheet a drywall into a curve?
Dampening and scoring the back paper is the right way to prepare drywall for installation around a curve.  A quick back-of-the-envelope calculation says that the radius of curvature was about 30", which should have been OK (my drywall book says 20" minimum for 1/2" panels).  You may simply have been unlucky with it breaking.

There are flexible drywall panels, though I've never seen them in the stores.  Failing that, you could also try a double thickness of 1/4" panels, which are widely available.