Complaints of this nature are more common than you might think.
Regularity will pose more of an annoyance factor; particularly if plenty of stamina is involved. Time of day also increases the likelyhood for such activity to be more intrusive – as this tends to be more of a late night activity any screaming, moaning, wall banging or other associated noise (use your imagination!) can easily interfere with sleep.
If your neighbour is particularly noisy in the bedroom department you might want to say something to let them know that it is waking you up. A well-timed hint or comment (for example, relating to the level of sound-proofing) might be enough. However, you may have to be a bit more direct though if the problem persists. If you do approach the neighbour remember to be discreet an try to minimise the chances of embarrassment.
Sometimes neighbours don’t realise that they may only be a few feet away from each other when lying in their own beds. From a practical point of view, and in the short-term, changing the position of beds (away from the adjoining wall) may help in some circumstances.
Where the problem is very regular or unusually loud (and where the informal appraoch is unsuccesful) statutory nuisance powers may be used. Environmental health officers also have sound recording equipment they can lend you as arriving on time to witness the noise can be a little difficult!
In some cases the sex noise may be due to ‘business’ transactions (prostitution). Premises used for this purposes may be dealt with using anti-social behaviour powers.