An applicant recently asked me to whom he should be sending thank you notes after interviews. Use this as a general guideline: If, during the interview day, you have spent more than five minutes of one-on-one time with someone from the institution, that person deserves a thank you note.
See my other blog postings on thank you notes for more information, but the bottom line is that these short notes should be handwritten (no email) and sent promptly after the interview.