I feel for ya!
My youngest nephew's wife is like that and it really annoys me! They were married back in 2002 and I've yet to receive any kind of thank you (formal or informal) for the bridal shower or wedding gifts. Nor have I ever received a thanks for either of the kids (born 2003 and 2005) baby gift, birthday or Christmas gifts. Of course, it's not just her because my nephew could utter the words himself before he married her, but alas I don't hear it anymore. The only time they have ever even said thanks to me has been after I've babysat the kids, which still surprises me when I hear it.
Early on I thought I'd cut them off with the gift giving, but since I only give to their kids anymore I figured they shouldn't be penalized for their parents shortcomings. Now, I just hope that the kids figure out how to show gratitude and appreciation on their own.
Now, the oldest nephew's wife is awesome! She's taught their kids to always say thank you even for the smallest gesture. For example, I'd ordered something from their oldest son's school fundraiser and when they delivered the item, there was a note from the son (in kindergarten), which he'd written himself..."Thank you for buying pizza from me." I'm sentimental so I've kept it to show him when he's older.
Hope ya get some appreciation from this friend soon or figure out a way to let them know that it's upseting to you.