It makes for pretty bad neighborly relations, and they'll just behave worse the next time. The best approach is to mention it politely when you run into them in the hallways or out on the sidewalk.
However, it's still pretty rare for inconsiderate people to grow up and show some consideration just because you ask.
I've lived in cities for my entire adult life, and I find that choosing the right building and neighborhood is imperative. When I've had bad neighbors, it's rarely just one.