Depends on the Scenarios
- Them politely saying they are no longer considering me as a candidate(ie, someone else is better suited)
There is no reason contacting them about a closed position. Contacting them inquiring about other open but possibly unpublished positions periodically is justified. But don't harass them, you will know what feels like harassement, if you would not want it done to you.
- They just do not send me another email after the interview
Definitely continue to try and contact them and receive a response, this shows interest and tenacity. But don't just constantly email every day. Try networking with other employees to get in the back door by getting the hiring managers specifically email address and/or phone number to contact them directly. Having an employee hand deliver a resume or message to HR or the hiring manager personally will get results as well.
- They reply back saying that they decided not to hire someone after all(position no longer exists)
See my answer to #1, in this case, the job probably didn't exist to begin with and they were fishing for resumes for some reason.
You will know when you start to approach harassment levels or frequency. If you would not like either one personally you are probably harassing them.
Given your location and the job market there, it is going to be hard not to harass companies hiring departments, just because the pool is so small compared to bigger states/cities in the US.