Can you provide a direct link to the video on AMC's site?
FFmpeg has built-in Apple HLS support (files that end with .m3u8) but does not handle Adobe HDS streams. This particular video looks like an HDS stream. You can tell by filetype of the master or manifest playlist. When you see master.m3u8, FFmpeg is your tool of choice. When you see manifest.f4m (as is the case here), you should use AdobeHDS.php. You can read more here:
https://github.com/K-S-V/Scripts/wiki
Basically you need to install php, download AdobeHDS.php, navigate to that folder in a command prompt and type "php AdobeHDS.php "Your Link Here"" and it should download without issue.
If you're using firefox, you can search for the extension HDS Link detector. The extension will create the correct command for you, which you just need to paste into the command prompt.