Hello Vincent,
B is not correct; you would probably say e.g. "He deposited the money at the bank".
All versions of A are correct: "in" implies that he went inside (instead of using an outside cash dispenser); "at" implies either "inside" (e.g. from a cashier) or "outside" (at the cash dispenser); "from" is the same as "at", but could also be used e.g. if the bank had paid you some money in compensation for a mistake.
I think the version with "in" would be the least common; I would probably use "at".
Best wishes,
MrP