This message below didn't come from American Express. Rather, it originated at an IP address that's located near Fort Worth, Texas. The mail server gave its domain names as mbicdoftbobvezp.biz, which is fraudulent.
The PDF file that the site is trying to get you to download is actually a redirect link to http://nacha-ach.org/, which is a malware/phishing website. (The real NACHA website is nacha.org.) You can read more about this at http://www.nacha.org/news/newsDetail.cfm/RecentBusinessNewsID/236
Don't click on links in strange messages; instead, delete them immediately.
From: "The Electronic Payments Association" email@example.com
Subject: NACHA canceled transaction
Date: September 16, 2011 8:10:11 AM PDT
Transfer ID: 48596733
Reason for rejection: See details in the report below
Transfer report: report_48596733.pdf.exe (self-extracting archive, Adobe PDF)
13450 Sunrise Valley Drive, Suite 100 Herndon, VA 20171 (703) 561-1100
2011 NACHA - The Electronic Payments Association