I tried to be classy and write a brief thank you card to a company a while back that I had a first round interview with. I should mention that they're a well known startup and active on HN. I called them after the interview to request their mailing address since it wasn't listed on their website and they looked at me as if I had two heads and had asked them some extremely offensive and personal totally off limits question.
The person I spoke with when I called was not the interviewer, but they immediately _DEMANDED_ to know who I was, why I needed it, what I was going to be sending, to whom it was going to be sent, why I felt it was necessary, etc. They then very hesitantly gave me the address after placing me on hold for a while. I probably should have just taken the hint and not sent them anything, but I went ahead and sent it anyway.
I never got called back. I don't write thank you letters anymore.