http://matchhistory.na.leagueoflegends.com/en/#match-details/NA1/1784576517/32761233?tab=overview
Amumu had Cinderhulk, Rylai's Crystal Scepter, Liandry's Torment, and Thornmail. That's a pretty damage heavy Amumu build, especially since you had three autoattackers for the Thornmail to return damage to.
Your team had very little MR, so Amumu's damage wasn't really being mitigated in the least. Morgana had Abyssal Scepter, you had Mercury Treads, and Braum had Locket of the Iron Solari, and that was it.
Considering how your team built primarily damage, all Amumu really needed was to lock you down long enough for his team to burst a couple of you, then clean up afterwards.
The biggest issue was probably the time of the game, honesty. Considering that your team was also primarily physical damage (especially with how defensive Morgana was building) and they only really needed armor and health to mitigate most of your team's damage output.