Is this a login account or no login? It sounds like you got cookies saved so they can track your habits is what it sounds like. Did you try to clear the cookies to see what happens?

This took care of the Prime ads but I still get random ads but not on all videos. Thanks for the tip.

dbcallbeck said

This took care of the Prime ads but I still get random ads but not on all videos. Thanks for the tip.

Then that is site embedded and you can't change it. That's what it seems to be. Try other Browser to see if they do the same or not then you'll know if that is from the site or a 3rd site that uses the same site to host the video doing the ads.