You can work "in" or "at" a school/hospital/bank.
I don't know about U.K. English, but for the U.S., you must use an article with "hospital" and "bank". You cannot say "I work at hospital" or "I work at bank". "School", however, is different from the other two words. "School" is not just a place. It is an institution that transcends place.
For example, when you say "Billy is in school" it refers to no particular place. Your "school years" are the years of your youth during which you are learning. This would be true even if you never entered a school building. You could, for instance, be home schooled, which means your parents teach you.
If you ask a child "do you like school?", you could be asking him whether he enjoys his schooling, or also whether he enjoys his particular school.