Step one is to leave an anonymous note on the neighbors door politely mentioning the noise problem.
Step two is to complain to your building management. If there is a common area you can put up a notice that other tenants can sign. Gives you more ammo.
Step three is to call the cops (in the early am).
If you want some documentation I would record the noise with something that will time stamp the recording. Record audio and video showing a TV that is set to a channel or the channel guide that will show date and time. That stamps the audio. Your phone will work or any video recorder you can borrow.
Sounds like a very inconsiderate moron that will probably make you send the cops.