Should I tell the employers that are interviewing me that I’m also interviewing somewhere else?

I have my second interview scheduled at a pet store, but I also interviewed at a restaurant as a server.

Do I need to tell them that I might not accept the job if the other place hires me? Should I just get hired by one and call the other place to tell them thanks for the opportunity but I am no longer interested?

I thought that the smart thing to do was to get as many interviews as possible in hopes that one lands me a job, but now I have anxiety.

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