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I interviewed with a number of v50 NY firms yesterday through a job fair. One already offered me a callback, which I promptly scheduled for the end of next week. I don't go to school on the east coast so it's a bigger time commitment/expense for me to get to NY and back.

Would it be appropriate for me to send the other firms i interviewed with a thank you email for the screener and also mention that I'm returning to the city for a callback in the hope that some firms may want to schedule one while I'm there?

Or do I wait quietly if/until they call me?

Yeah, let them know that you'll be in the city. They might be able to expedite their decision to call you back and they can share the expense of your callbacks with other firms. Worst case scenario they just ignore you and you hear back later.