I interviewed at 5 programs and sent an email thank you to one of my interviewers (who gave me their card and offered to answer any questions I had over email). The others I didn't have contact info for, or it was short (15 min) or panel interviews where I didn't feel like I had enough of an interaction with the individual person to warrant a thank you email.
It probably won't hurt or help you if you send one. Just make it polite and professional if you do. I like to include something specific to the conversation. For example, my interviewer expressed interest in book recommendations, so I gave her a suggestion of a book I had recently read and enjoyed along with the thank you.