This is one of those things that seems increasingly obvious in retrospect, but I still understand why people don't do it.
If this isn't clear to you now, it will only be clearer with time: It's important to let the people who wrote you a letter of recommendation know how things are turning out. At minimum, send them a quick email to let them know where you've decided to go. If you don't know where you're going yet, email them to say where you've been accepted. Thank them again for their help. Keep it short and sweet.
Here's why this is important: Your letter writers care about you. They have invested time, energy, and potentially some of their reputation endorsing you. They care more now about your success now than before they wrote you a letter (this is called the Ben Franklin effect), and involving them in your success makes them happy... and more excited about helping you in the future.
As a high school student and undergrad, I remember being slightly terrified* asking people to write letters of recommendation. I'm sure I didn't follow up as thoroughly as I could have. I'm now in a place where I'm writing letters of recommendation for people applying to graduate programs. I ask all of them to let me know how things turn out and where they end up going. I think one student in a half-dozen actually wrote me six months later. She's in a closely related field, and I'd be happy to help her again in the future. (I feel less excited about the people who thanked me and told me they'd stay in touch and haven't.)
Writing a good letter of recommendation is hard. It takes just the right amount of specific, moderated hyperbole. Sometimes the writer is giving the subject the benefit of the doubt in a few areas; it sucks to be disappointed. I don't think I've ever spent less than two hours on a letter, and I know several professors who regularly commit evenings and Sunday afternoons to the task. They could've gone out with their kids for ice cream, but they decided to promote you instead. Help them feel good about the decision.
As long as you're not sending holiday-newsletter-worthy emails, you really can't lose on this one.
*Now I'm just vaguely queasy.
