Have you got the money that/which I lent you yesterday?
You can use either "that" or "which" here, as they both refer to the object "money."
This is the machine that/which cost half a million pounds.
Again, "that" or "which" are both correct for referring to the machine.
Have you read the book that/which I gave you?
Same as above, "that" or "which" can be used.
Is this the person who stole your handbag?
"Who" is used to refer to the person.
I didn’t receive the letters that/which she sent me.
"That" or "which" refer to the letters.
We didn’t like the secretary whom/that/who the agency sent.
"Whom" is the formal option, but "that" and "who" are also acceptable here.
I didn’t find the money that/which you said you’d left.
"That" or "which" refer to the money.