I had a very promising half-day interview several years ago with a company I really liked and got nothing at all. Not even a "you're not being hired."
I sent the obligatory thank-you email the day after the interview and sent a polite "just checking in" email a couple weeks later. A few weeks after that I wrote and asked if he had any feedback or suggestions on things I might improve upon if I wanted to work for them in the future.
Now obviously, the hiring lead's obligation is to his employer and not some guy looking for a job. Not his job to be my career mentor.
But I'm an experienced developer, and I'm certain that I did well in all parts of the interview except one. With some additional experience in that area there's a very good chance I could have been a good contributor to their team - in a market that has a shortage of experienced developers.
So, on my most recent job search, I didn't even think about re-applying to that company. In a region where companies pay tens of thousands of dollars to tech recruiters for anything even remotely resembling experienced developers, maybe it's worth spending (literally) a few minutes maintaining at least a cursory relationship with those you didn't hire - but might like to someday.