Seems a little compulsive I know, but I took "Thank You" cards with me on interview day. I wrote out the test, the address on the envelope (less the name), affixed postage, etc. beforehand. When I exited the campus after the interview, I filled in the name and whatever else ws missing while fresh in my mind. I then drove to the nearest post office and mailed them in the same town where I interviewed. The task was done without delay and delivery was the next day.
I think it is the right thing to do as a social grace because interviewing is not their primary duty and I appreciate their time and am humbled and honored to have been invited to an interview.
Just my thoughts.