I use a set of Beyerdynamic DT-770 headphones. They are big, have good sound and most importantly on topic, they are quite good at keeping sounds out of my ear.

You should also communicate. Talk to your boss and/or HR about how it distracts you and disrupts your work. Suggest solutions; Headphones paid by your work, sound-proofing office walls, move to another location or move other people to another location.