If you are using windows imagemagick, at leat in my case, you have to include the full path of the file, including the 'c:' at the beginning. If you don't know for sure the way that the filename is going to come, you can use realpath() function to normalize it:
$incoming_file = '/Users/John/Desktop/file_loco.jpg';
$img = new Imagick(realpath($incoming_file));
// realpath() will convert '/Users/John/Desktop/file_loco.jpg' to 'C:\Users\John\Desktop\file_loco.jpg'
// and ImageMagick will have no trouble when loading