The following is intended for players who plan to post large, stitched screenshots. For a one off, it's probably easier just to use paint 
1. Download Hugin to stitch.
2. Hugin needs to know where (approximately) the screenshots meet up in order to stitch them. You can do this manually or you can automate the process with Autopano. I recommend the latter.
3. Install Hugin and drop the autopano executable in your Civ4 Screenshots directory.
4. In Civ4, use alt-I to remove the interface, alt-F to enable the satellite cam, and take your screenshots. Remember that Civ4 will remove resource bubbles near the edge of the screen, so they might be missing from your final panorama.
5. Generate control points with the command:
autopano . /name:overview /project:hugin
Autopano will scan the current directory for panoramic photographs, generate control points, and output corresponding hugin projects. Since there is exactly one panorma in your Screenshots directory, the output will be a single file "overview0.pto"
6. Edit the project with the command:
hugin overview0.pto
Since you've already invested some time, why not write a little script on your desktop that does all this automatically!
7. In hugin you will see this:

8. Unless you are stitching just a few screenshots, Hugin will complain that your control points suck - Civ 4 tiles look so similar that autopano has probably linked screenshots that don't belong together That's ok, your screenshots don't require any fancy algorithm to join, Hugin just needs to place them at the right X,Y.
9. Switch to the "Opitmizer" tab and Optimize using the "Custom parameters below". Use the check button to select the X,Y parameter for all photos, then deselect the X,Y for a single photo, your control. Optimize, then click yes to apply the changes. See the screenshot below.

10. Switch to the "Stitch" tab, change the projection to "Rectilinear", and click the three buttons to calculate optimal FOV, Image Size, and Crop. Set the output format as you prefer.

11. In the screenshot above, see that I've highlighted "Fast Preview Panorama" in the toolbar. Use this to adjust the image crop as you like - Hugin doesn't always pick the best crop, though it will come close.
12. Finally, close the Fast Preview window and click "Stitch!". Hugin will ask you to name the output photo and generate your stitched screenshot!
With some practice, you can stitch up an overview map in no time at all!
Hope this helps - suttree.

1. Download Hugin to stitch.
2. Hugin needs to know where (approximately) the screenshots meet up in order to stitch them. You can do this manually or you can automate the process with Autopano. I recommend the latter.
3. Install Hugin and drop the autopano executable in your Civ4 Screenshots directory.
4. In Civ4, use alt-I to remove the interface, alt-F to enable the satellite cam, and take your screenshots. Remember that Civ4 will remove resource bubbles near the edge of the screen, so they might be missing from your final panorama.
5. Generate control points with the command:
autopano . /name:overview /project:hugin
Autopano will scan the current directory for panoramic photographs, generate control points, and output corresponding hugin projects. Since there is exactly one panorma in your Screenshots directory, the output will be a single file "overview0.pto"
6. Edit the project with the command:
hugin overview0.pto
Since you've already invested some time, why not write a little script on your desktop that does all this automatically!
7. In hugin you will see this:

8. Unless you are stitching just a few screenshots, Hugin will complain that your control points suck - Civ 4 tiles look so similar that autopano has probably linked screenshots that don't belong together That's ok, your screenshots don't require any fancy algorithm to join, Hugin just needs to place them at the right X,Y.
9. Switch to the "Opitmizer" tab and Optimize using the "Custom parameters below". Use the check button to select the X,Y parameter for all photos, then deselect the X,Y for a single photo, your control. Optimize, then click yes to apply the changes. See the screenshot below.

10. Switch to the "Stitch" tab, change the projection to "Rectilinear", and click the three buttons to calculate optimal FOV, Image Size, and Crop. Set the output format as you prefer.

11. In the screenshot above, see that I've highlighted "Fast Preview Panorama" in the toolbar. Use this to adjust the image crop as you like - Hugin doesn't always pick the best crop, though it will come close.
12. Finally, close the Fast Preview window and click "Stitch!". Hugin will ask you to name the output photo and generate your stitched screenshot!
With some practice, you can stitch up an overview map in no time at all!
Hope this helps - suttree.