If a library, researcher, or someone else goes out of their way to help with your research, or makes copies at no charge, etc., do you remember to thank them?
First of all, it's just nice to do it. It also helps "pave the way" for the researcher to help others. And sometimes it even helps you as well. That person may run across something else on your family (particularly if it's someone who researches a lot in local records) and if you've thanked them, they are more inclined to send you something else and more inclined to remember the names on which you were working.