How would you deal with a noisy neighbor while you have a sleeping baby?

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My neighbors started playing music really loud to the point of shaking the windows. My son sleeps like a rock, but I know other neighbors have children who are sleeping right about now and not everyone has children who sleep deeply. I ignore it because they're not typically like that and it's not past 10pm. It's also not impacting my life anymore than mild annoyance. Would you go over and ask them to keep it down, leave a note, etc? Would you call the police or do you find that too excessive? Do you find it disrespectful to play loud music, especially when people are sleeping and have work the next day?