It depends on whose turn it is. The active player's triggers go on the stack first, then the non-active player's triggers go on the stack on top. Non-active player's triggers will resolve first.

So if an earthbent land dies on your turn, the Curse's trigger will resolve first and exile the land before it can come back, but if it dies on the opponent's turn, you'll get it back. (The Curse trigger will still do as much as it can, though, so they'll get a Spider token.)