Is it on their house or your house? If it's on your house report to police as vandalism given they had to make a hole or otherwise drill etc. If it's on their house, put some wind chimes up so that it keeps activating and it will make their life harder.
Describe the living situation in detail. Apartments, townhomes, duplex, single family homes, renting a basement? Do you live alone, married couple, family with children? Then we can better determine the proper countermeasures that you can take.