we had to do that once. just called agr (it was several weeks beofre the travel date). they cancelled it without problem and the points were immediately back in my account
I had to do this just now - - - a member of my party has gotten the flu, making the trip this weekend a no-go. Nervously called AGR, and was relieved to know that my 20000 points would go back into my account since the tickets hadn't been printed.
It's these things that make me loyal to both Amtrak and AGR.