In my book I extol the virtue of always writing your interviewer a thank-you note after the interview (whether it was in-person or over the phone). Such a gesture not only is polite, but can marginally boost your candidacy in many cases.
But, you may be wondering, are there times when it’s okay to not bother with writing a thank-you note? For instance, you might feel an interview went so badly for you, that you just don’t want to contact the interviewer again.
It’s probably okay to forget about writing the thank-you note if the interviewer told you at the interview that you had absolutely no chance going any further with his or her group, or if the interviewer was behaving very unprofessionally towards you during the interview. The latter probably happens rarely (but it does happen from time to time), so the question you face is really whether you want to write a thank-you note if you were told "we don’t want you, bye!"
On the one hand, there’s no reason to thank someone who said outright that you had no chance left. On the other, you might not want to burn your bridges and might want to at least keep up some appearances, so to speak, with the interviewer. Who knows? Maybe he or she won’t be able to find anyone better than you over the next six months and may end up calling you again. You just never know.