What to do having a crying baby as a neighbor?

We have a next door neighbor with a baby who cries all night and all day. I never have known some baby crying this much but the thing is my husband and I sometimes can't sleep well because of that. We bought a fan that absorbes dust and make a noise like if you were on the plane but not annoying just to help us sleep. It helps sometimes but some other times we still hear the baby crying so loud I think the baby's bedroom is next to us we can hear her so close. We don't want to make the parents feel bad because we understand it's not their fault. But what can we do? It's affecting us the next day at work when that happens. Any suggestions? Ideas?

Thank you !!!