When you amplitude-modulate a carrier wave with an audio signal, you spread it out into a bunch of sum and difference frequencies, as you can see if you use the trigonometric angle-sum formula to factor cos(85000·2πt) · (2 + cos(440·2πt)), a 440-hertz flute being transmitted on 85-kilohertz AM. These so-called "sidebands" mean that the bandwidth of AM does matter, and consequently, using a too-narrow bandpass filter on your AM radio station will result in low-pass filtering your demodulated audio signal.