Our walls are pretty thin too. When my neighbours first had their baby, I could hear it crying/wailing. Wasn't loud enough to wake me up, but still. At least a baby crying over my other neighbours having what sounded like rampant sex (which I heard when I had the room on the other side of the flat) isn't as bad. *shrug*

I'll get them back one day. ><;

... Anywho, maybe they just don't realise they're being loud? If it were me, I'd be just as loud as them if I was really pissed. Or just go up there nicely, and ask if they could keep it down (with the banging - I think telling them to stop walking around in their own home is out of line, even if it IS loud).