I've looked into this before and unfortunately it is quite difficult to get good sound isolation and the answer is basically no. The really effective stuff is mass vinyl and as the name suggests it is quite heavy (and expensive). There are even some tents that musicians sometimes use for a few people to play together in a noisy environment that are hundreds of pounds without even being large enough for a bed. As I understand it, the mass is necessary for the best sound dampening. Also, once you get non-trivial sound dampening the way you let air in tends to be the easiest way for sound to get in. Even the heaviest cloth curtains would mostly help with any echos in your room rather than the initial sound itself. Maybe in some circumstances even minimal sound reduction would be helpful but you may also do a bunch of work and find it ends up making no difference.
Noise generators seem like the better way to start if you aren't using one already. I haven't tried many options but from the reviews I've seen fans are the best at this. In my experience ceiling fans do help quite a bit and there are some bedside noise generators that are fans but enclosed to limit the external air movement if the noise happens in colder weather. There are also some with speakers that play recorded fan noise, although beware of ones where the sample loops too quickly (I'm not sure what the best option to use your own recording would be). Unfortunately even getting to the point where you don't wake up (at least not enough to notice) may not fully remove the impact but it would still help quite a bit.
Noise generators seem like the better way to start if you aren't using one already. I haven't tried many options but from the reviews I've seen fans are the best at this. In my experience ceiling fans do help quite a bit and there are some bedside noise generators that are fans but enclosed to limit the external air movement if the noise happens in colder weather. There are also some with speakers that play recorded fan noise, although beware of ones where the sample loops too quickly (I'm not sure what the best option to use your own recording would be). Unfortunately even getting to the point where you don't wake up (at least not enough to notice) may not fully remove the impact but it would still help quite a bit.