At the end of your internship (both domestic and international) you should say thank you to your host for having you work there.
It is important to say thank you in person and you should also write a card, and consider leaving a small gift. Something personal is good. Your gift only needs to be small, and inexpensive, but do put some thought into it, preferably even before you leave home, if your internship is overseas.
We want them to look at that gift, smile, and think of you.