I had this problem back in the day when I lived in an apartment.  Every friday and saturday night, the upstairs neighbor would have "friends" over and play music, all night..... for two nights straight.

There was no way you could sleep thorugh it, as it shook the friggin walls! LOL.  So, one friday night, since i couldnt sleep and could hear their music full well, i started writing down each song they were listening to.   Over the next week, i compiled a list of songs on a tape deck, and i electrical taped one of my speakers to the ceiling.  When their next friday night party ended, and the guests tricked out, and the music stopped (3am), I turned mine on...... and left it on, til noon the next day lol.

It stopped.