I found the following steps worked.
I had previously downloaded a sample on my Kindle, then purchased the book via Kindle for Mac. However it wouldn't transfer to Kindle. Here are the steps I used -
1. On the Mac, log back in to Amazon
2. Go to Your Account >> Your Orders
3. Click Content and Devices
4. Click on the "..." next to your book name
5. Click Download & Transfer via USB
6. Select your Kindle device and click download
the book should now download to the Kindle. Hope this helps.