No. But if you really feel the need - bring one with and leave it at the admissions desk on your way out. Instead on thanking them for the interview, thank the admissions people for all their hard work and hospitality. Personally, I would just say thanks and skip the card all together.
There was a thread on this a while back. If I remember correctly, most people said a thank you card is just more paper for the admissions people to deal with.