Love it hobish!
Where I live in Australia, you're lucky to get a thank you for a wedding. And that would definitely be the only occasion, although I do know of rare exceptions.
We do thank you notes because I like to, and with the children's parties these days, the gifts tend to get dumped rather than given to the birthday child. My eldest wrote (traced) her own this year (she has just learned to write, so good practice). They were very simple but I thought the exercise was important (they seem to get so much, it doesn't hurt them to show a little appreciation). She complained bitterly after the first few, but changed her tune when I suggested we could avoid the work by not having a big party. For my little one's birthday, she just added her 'writing' underneath my note.
We rarely receive a thank you note from another child but it is lovely to receive something, maybe a little anecdote about how they love their gift or a photo of them with the gift. It doubles the joy of giving, IMO.