If you live in an appartment and you are above the 1st floor and your city regulations allow it, you could try hanging sound reflectors around your windows, so that sound coming from below may bounce back to the street. Lateral view: Window --> |/ -- Reflector. Play with the position angle to get the best compromise between view of the outside and level of attenuation. Different materials and thicknesses will work best for different frequencies, being bass the most difficult to reduce.

Remember Aliens VS Predator, which was another OK movie.