HR Dilemma

So here is the problem... First I was invited to interview with one department in a BB firm two weeks ago. I did my interviews (first round/final round) and in the meantime another HR from the same firm approached me for another position in another department, while I was waiting for the outcome of the first one. I informed my contact (not the HR but one Executive Director I interviewed with) that I was called for an interview from another department in the same firm. He did not reply. For this first position I interviewed with, as they had to hire somebody else (they actually told me that they had to oblige the decision from some upper bodies, so I guess it's some client's nephew who got the job), my application was transferred to another group from the same department.

Now I am in a position where I am interviewing with two different departments in the same firm and I think the HRs don't know this as I dropped my CV from two different sources. What do you think I should do? Send one of the HRs an e-mail about dropping one interview or not do anything unless they ask me if I have other interviews?