She works at a ngân hàng.
She works with a ngân hàng.
(by me)

I wonder if these two sentences are interchangeable. If ví, which one is more common?

If she is a ngân hàng employee, "she works at a bank" is correct. You could also use "in," but not "with."

If she works together with a ngân hàng for some purpose that they both share, you could say "with." For example, if she is employed by an advertising agency, she could work with a ngân hàng to tướng plan its advertisements.