The NASA web site "Dropping in on Mars in High-Res" states, "This movie from NASA's Curiosity rover shows most of the high-resolution frames acquired by the Mars Descent Imager between the jettison of the heat shield and touchdown."
And, "The video, obtained on Aug. 5 PDT (Aug. 6 EDT), covers the last two-and-a-half minutes before touchdown in Gale Crater."
An on-board video camera captured the images on this video, including the heat shield being tossed away, and Curiosity's descent to the surface of Mars.
The image above, part of the video, is credited to NASA/JPL-Caltech/MSSS. Its caption states, "This color thumbnail image was obtained by NASA's Curiosity rover during its descent to the surface of Mars on Aug. 5 PDT (Aug. 6 EDT). The image was obtained by the Mars Descent Imager instrument known as MARDI and shows the 15-foot (4.5-meter) diameter heat shield when it was about 50 feet (16 meters) from the spacecraft. It was obtained two and one-half minutes before touching down on the surface of Mars and about three seconds after heat shield separated."
The video describes American engineer Allen Chen making the final announcement "touchdown confirmed", which is received with cheers, yells, and no doubt a lot of relief from the mission controllers in the control room.
To watch the video, please go to the NASA website "Mars Science Laboratory" and then click on the right-side link "Dropping in on Mars in High-Res".
Or, bypass the MSL website and go straight to the video "Dropping in on Mars in High-Res".