Ok just watched that episode, found it online
http://video.glath.com/view/mythbusters.Boom-Lift_Catapult,_AC_vs_Windows_down
A few things that bug me about it...
The original test, they estimated their gas mileage to be 11-12 MPG. They put in 5 gallons of gas in 2 identical cars and ran them against each other, one with windows down, one with AC on. Windows down outlasted AC by
15 miles. Flat out calling BS right there, no way that AC took off 25% of the gas mileage.
Second major issue is the lack of mention of cruise control. Were these two guys maintaining speed manually? Cruise control will save you gas mileage if used properly.
Third major issue is "identical vehicles." Do the test a 2nd time swapping who has AC and who has windows down. Like the OP's video says, Oil, Spark Plugs, Air Filters, and Tire Pressure are all factors in fuel effeciency.
Fourth major issue is testing fuel efficiency with an SUV. They have more drag to begin with. Do the test with something that gets more than 25 MPG, and is actually aerodynamic.
Fifth major issue, how high was his AC turned up? At max power, full out it's going to have a much more dramatic effect on fuel consumption than if you turn it to a normal setting. Also at max power it will have a much greater effect of cooling the car than windows down, hello there imbalance.
Also a minor issue with the track, yet another factor. If you want to test something like this, you should be doing it out on the flats. If turning left is as much of a challenge as they claimed it to be, that variable should be removed from the equation.
Another minor issue is the speed. During decelerration your alternator (the thing that creates friction and turns it into electricity to power your battery, lowering your fuel efficiency) will kick in harder, giving AC a larger advantage. At 45 MPH in real world conditions you are much more likely to have decelerration due to stop lights, turns, etc. At highway speeds (55-70) the drag becomes more of an issue. A constant, mid-range speed isn't a fair judge of real world conditions.
Their tests didn't really prove anything, they just showed that one vehicle could outperform another "identical" vehicle driven by a different person in one set of conditions.