I have an Amana Air Command Hi Efficiency 80 gas furnace. It is in a tight closet and I do not know how to change the filter.

First you need to find it. It is usually in the cold air return next to the heater. Look for a handle. It may be in a large wall return. No set standard, have to look around.
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Thank you for your answer; but that is the problem. I can't feel on the sides. I can get a "front" plate off, but then don't know what do look for.

Remove the front and look for the filter. You do know what it looks like? If you to not see a filter or a slot that could hold one, look for a large cold air return in a wall. It will be 20 x 20 or larger. Most wall returns like I noted have small pull out clips that allow you to lift the cover. The filter sits in the return frame. I also have an Amana and my filter is in the return on the left side. Is this a new house? Have the builder show you.

I had a very tight fit in a closet and found I had but one large return air plunum coing from the living room. The filter was in the wall right behind the return air grill