After two years of this, I put a note in the card that said, "If you don't call me or write me to say thank you, there will be no more gifts from me."
And I did it. That solved that problem. I figured someone had to tell them it was customary to thank the giver for a gift. By the way, the parents had taught them to thank people for gifts, they just felt that the rules of etiquette didn't apply to them.