A well characterized amygdala-prefrontal circuit is thought to be crucial for threat vigilance during anxiety. However, the engagement of this circuitry within relatively naturalistic paradigms remains unresolved. Using an open fMRI dataset (CamCAN; N=630), we sought to investigate whether anxiety correlates with dynamic connectivity between the amygdala and dorsomedial prefrontal cortex during movie-watching. Using an inter-subject representational similarity approach, we saw no effect of anxiety when comparing pairwise similarities of dynamic connectivity across the entire movie. However, preregistered analyses demonstrated a relationship between anxiety, amygdala-prefrontal dynamics, and anxiogenic features of the movie (canonical suspense ratings). Specifically, higher levels of self-reported anxiety symptoms were associated with greater amygdala-prefrontal connectivity during low suspense scenes (and perhaps less connectivity during high suspense scenes). Moreover, a measure of threat-relevant attentional bias (accuracy/reaction time to fearful faces) demonstrated an association with connectivity and suspense. Overall, the present study demonstrated the presence of anxiety-relevant differences in connectivity during movie-watching, varying with anxiogenic features of the movie. Mechanistically, exactly how and when these differences arise remains an opportunity for future research.