Amanda Bynes -- More Strange Behavior In Buffalo

TMZ has obtained video appearing to show Amanda Bynes walking the streets of Buffalo, NY moments ago -- but the strange part ... she keeps telling the photog, "We're not in Buffalo."

The footage was shot by a self-described "fan" who tells us he noticed Bynes wandering around aimlessly ... sporting huge sunglasses and a brown wig ... and decided to strike up a conversation with her.

The woman never denies that she's Amanda Bynes -- but when asked why she's in Buffalo, she repeatedly tells the photog, "We're not in Buffalo."

We reached out to Bynes via email -- but she wouldn't confirm or deny if she was actually in Buffalo.

If it's NOT Bynes in the video ... it certainly would be a helluva coincidence -- 'cause the lady in Buffalo doesn't just bear a striking resemblance to Amanda, she also has the same tattoo on her arm.