Do I need to send e-mail to follow up a PhD interview day? I had an inteview day for a PhD program at a US institution. I met 4/5 professors and a few phd/post docs students. Should I send a thank you email to my host professor or not? What about the other professors?

I think the interaction we had that day was good enough so I am not sure if an email follow up is really that necessary.
A polite and courteous thank-you email is never inappropriate. Also, if you've left anything out of your interview day (or promised to follow up on something), it's a good opportunity to do so. 

However, you shouldn't turn this into an opportunity to go overboard and plead or beg for a spot, or oversell yourself. That is unlikely to go over well, and can undo the good job you did on your interview day.