It's possible for americium-240 to exist naturally, though it would have to happen like this...
Pu-244 (from supernovae debris) ---> U-240 ---> Np-240 ----> Pu-240 ----> Am-240
OR
U-238 (from uranium ore) ---> U-239 (absorbing a neutron from a spontaneous fission reaction of a neighboring uranium atom) ---> Np-239 ---> Pu-239 ---> Pu-240 (neutron from spontaneous fission of a neighboring atom) ---> Am-240