The animation files in Civ4 usually consist of one kfm file and a number of kf files. The kfm file is basically an encoded xml file, which directs to the kf file which should be trigger when an animation order comes in. The kf files are the files where the actual animations are stored. As far as I understand it, the kfm file will first look within the directory of the used nif file for the kf file that should be triggered. If there is no file with the right name in the nif directory, it will look within its own folder (does not need to be the same as the nif file). If it has again no luck there, it probably will also look into the Shared folder, but I am not sure about that. After that it will give up and no animation will be triggered.
Anyhow, you can try to animate a unit with a kfm file of a different name, belonging to a different model. However, most likely the animation will not fit properly, since the "skeletons" (the nodes which will be animated and to which the models mesh is rigged) of the different units normaly have similar named "bones", but their position and orientation often differ.
So, the problem with your unit might be that you have the kfm file, but are missing the kf files in the same or the nif folder. If you want to test one of the standard kfm files, I would not copy any files, but copy the <KFM> line of that unit for your unit. For example, the line for the Mobile SAM would be this:
Code:
<KFM>Art/Units/MobileSam/MobileSam.kfm</KFM>
And by the way, the kfm files normally needs a nif file of the same name in the same folder to work properly. For example, the "MobileSam.kfm" file needs a "MobileSam.nif" in the same folder. This does not even need to be the nif file that will show up as a model in the game (in fact, most of the time you will rather see the shadered version ending with "_fx").
Hope this helps a bit.