(Image Source: Wikipedia)
Seeing that everything is radially symmetric (apart from the nacelle mount, naturally), I wonder why the inlet (the front part of the nacelle) is usually skewed?
The inlet angle is a compromise between cruise, when the aircraft has a low angle of attack, and the take-off and climb phase, when the engine runs at maximum thrust, and the angle of attack is several degrees higher than during cruise. Especially right after rotation, when the aircraft is heavy and slow, the angle of attack might reach into the lower two-digit territory, and flow disturbances must be avoided especially in this phase.
Note that the fuselage should be horizontal during cruise to avoid making the work of the cabin personnel harder than it already is. A few degrees of intake misalignment can be tolerated, and the misalignment is usually split between cruise and post-rotation climb.
With supersonic intakes, things are different: They are much more sensitive to misalignments, and the intakes of planes like the SR-71 have been carefully optimized for their cruise condition.
Adding to Peter's answer, one of the flow disturbances that has to be avoided is flow separation in the inlet cowl. More specifically, the flow separation at the beginning of the lower inlet lip.
I'm quite suprised that this wasn't mentioned in any of the previous comments or answers, but since the inlet is quite far in front of the wing, it sees some significant upwash from the wing. To align the inlet with this local flow direction, it is slightly angled down. For the same reason the engines on Bombardier CRJ series aircraft are slightly angled upwards! The other answers are correct as well though, this is just an additional element.