This
Ngram will give you an idea of how much more common it is to say
last night.
It's important to remember that ngrams do not take meaning into account so we have to be very careful to compare terms accurately. The data shown above do not reflect that the string
last night often appears with a very different meaning:
This is our last night so let's have a party.
Tomorrow's the last night.
Still, it's fair to say
last night is very much more common than
yesterday night. In fact, most English teachers would count
yesterday night as something to be corrected when produced by a learner.