My neighbors, both inside and outside the building, haven't always been the quietest. Years ago, I discovered sound protectors ("earmuffs") for sleeping. I used to use a brand designed for shooting until they stopped making them. The ones that I sleep with now are for use in and around small planes -- most of the same padding and other features as the headsets that pilots wear, except without the wires and electronics. They block out higher-pitched sounds better than lower-pitched ones so I sometimes turn on my "rumble fan" as well.

I used to stay in hostel dorms a lot. I always brought my earmuffs so I'd be able to sleep through the other hostelers' night sounds. I've also tried a white noise generator (with "pillow speakers" installed inside the earmuffs) and noise-canceling headphones. Each of the latter did help some, but I didn't think either one was quite worth the cost.