Place gingersnaps in the bowl of a food processor, and process until finely ground. Transfer to a bowl, add melted butter, and stir until well combined. Transfer to an 8-inch fluted tart pan with a removable bottom, and press into bottom and up sides to form an even crust. Place in freezer.
Place cream cheese and sugar in the bowl of an electric mixer fitted with the paddle attachment; beat until fluffy. Add Marsala and vanilla extract, and beat until combined. Whip heavy cream to stiff peaks, and fold into cream-cheese mixture. Spoon mixture into prepared crust; return to freezer at least 1 hour 15 minutes or until firm.
Cut ends off oranges, and remove peel, pith, and outer membranes following the curve of the fruit with a paring knife. Lift sections away from inner membranes; reserve sections. Serve cheesecake garnished with orange sections.