You can find the downloaded Amazon Prime movies after downloading them on your Android devices. Just follow the steps here to access them.
1. Open "File Manager" on your Android device.
2. Navigate to the path: "/data/data/com.amazon.avod.thirdpartyclient" or "internal storage/android/data/ com.amazon.avod.thirdpartyclient".
3. From the list, you will find the downloaded Amazon Prime videos.
Tip: You still can’t play them without using the Amazon Prime Video app because they are just cache files of Amazon Prime.