Are you talking about the factory turn signals (i.e. a set of '39 Chevy taillights)? I think the centerline of mine are parallel to the body line. If the lens faces were parallel to the door openings, they would face upward a bit.
There is a pic of my panel's backside here:
http://community.webshots.com/user/spe130 The shot is a bit fuzzy, but the light centerline is definately parallel to the body molding, and they are factory-installed.