Starting on February 26th, 2025, Amazon is removing a feature from its website allowing you to download purchased books to a computer and then copy them manually to a Kindle over USB.

You can continue to use Calibre to send Kindle books to your Kindle
Send to Kindle will continue to work
You can continue to sideload e-books on your Kindle via USB cable

Important things to note about these changes as people have been getting very confused:

If you buy books on the Kindle Store and download them to your Kindle device via Wi-Fi or a cellular network, you are not affected.

If you buy or otherwise obtain books from outside of the Kindle Store and transfer them to your Kindle device via USB or the Send To Kindle feature, you are not affected.

If you use a Kindle app on Windows, macOS, iOS, or Android, you are not affected.