A B737-300 FLC LANDS WITHOUT LNDG CLRNC FROM TWR AT PHL; PA.

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DURING A LONG DAY IN WHICH WE FLEW 9.5 HRS HARD TIME (SCHEDULED FOR 7 HRS 52 MINS); WE WERE CLRED FOR A VISUAL APCH INTO PHL AND LANDED WITHOUT BEING HANDED OFF TO THE TWR OR CALLING THE TWR FOR LNDG CLRNC. AFTER FLYING ABOUT 8 HRS (4 LEGS -- 5 TOTAL FOR THE DAY); I WAS HAND FLYING A VISUAL APCH. APCH CTL LEFT US HIGH; 7000 FT; ON A 7 MI BASE FOLLOWING A B757. I WAS OCCUPIED SLOWING THE AIRPLANE; CONFIGURING FOR LNDG; GETTING DOWN; CHKLISTS AND FOLLOWING THE B757. I MADE A NICE APCH AND LNDG UNDER THE CIRCUMSTANCES AND AFTER CLRING THE RWY; NOTICED THAT WE WERE STILL ON APCH CTL FREQ. IT WAS LATE AND THERE WAS NOT MUCH TFC. I ASKED THE PNF IF WE WERE EVER HANDED OFF TO THE TWR. HE AND I NEVER HEARD THE HDOF AND DUE TO MY FATIGUE AND THE LATE HR; DID NOT REALIZE THAT WE NEVER WERE GIVEN LNDG CLRNC BY THE TWR OR APCH. WE WERE BOTH VERY TIRED AND NOT AS MENTALLY ALERT AS WE WOULD HAVE LIKED. WE WERE NEVER TOLD TO CALL THE TWR EVEN AFTER LNDG. ON THE NEXT LEG; WE MISSED A RADIO CHK-IN TOO. HUMAN FACTORS: WE WERE DOING A GOOD JOB FLYING; BUT WE WERE SO TIRED THAT WE DID NOT PERCEIVE OUR MISTAKES. WE WERE TOTALLY EXHAUSTED AND NOT AS SAFE AS WE SHOULD HAVE BEEN. ALTHOUGH WE WERE LEGAL; WE WERE NOT SAFE! EVEN THOUGH WE WERE RESTED AND LEGAL FOR THE TRIP; WE LEARNED THAT ONCE TIRED; COMPLEX TASKS MAY RESULT IN OMISSIONS. NEXT TIME; WE SHOULD CONSIDER GETTING OFF TRIP IF SUCH ERRORS PERSIST. SINCE WE DIDN'T REALIZE HOW TIRED WE WERE; THE REG SHOULD BE CHANGED! MORE REST; SCHEDULE AND FLY LESS! ALSO; ATC SHOULDN'T HAVE LEFT US HIGH SO CLOSE TO ARPT!