If you want to leave the door open, a simple thank you will do. In composing your letter, begin thanking them for their time, then go right into your intentions. For the next, and final paragraph, point out one to three things about their company that impressed you. Then simply state that you wish to keep the relatationship alive and hope your paths will cross again soon. Even when you interview for jobs you have no interest in taking, a thank you note is a good move.
People switch companies all the time.
You may find those individuals at places you desire to pursue. One last tip - hand write your thank you notes. Best of luck to you. A thank you note after any interview is a positive action whether or not you want to accept the job. For example, the job offered may be too light or your company may have just promoted you.