Tigger - I had a similar problem once in an echoey village while on holiday - late night revellers yodelling drunkenly - but I found that running the electric fan created 'white noise' in the room and blotted out the outside noise. You could try it.
I haven't got a fan. Maybe its time I did then I could keep the windows shut during the summer, Mosaic. Unfortunately it doesn't block out the vibrating which comes with the loud heavy bass music!