.xz is not .gz. GNU tar apparently recognises XZ format; but OS X does not use GNU tools. I found this quote:
.xz
.gz
tar
Without installing anything, a TAR archive can be created with XZ compression using the tar program with the undocumented --xz argument.
--xz
Your tar might not be able to handle .xz files.
According tothis link you can try to install xz-utils and use the -J flag:
xz-utils
-J
tar -C /path/to/output -xJv
seems like i just used the wrong command! should've been
curl http://johnvansickle.com/ffmpeg/releases/ffmpeg-release-64bit-static.tar.xz | sudo tar -C /usr/local/bin/ -xJ --strip-components=1