The norm is definitely to look up their number in the faculty directory and drunk dial them a thank you.
In all actuality, a thank you note is going to have less than nothing to do with whether you're going to get in or not, so it really just depends on how far you feel compelled to go for the sake of "propriety." I personally always just sent my notes via email; I figured the admissions office would be happy to have one less stupid piece of paper to sort and make sure it found its way to, and emailing the interviewer directly always leaves open the door to potentially getting a reply.