I am going to have to disagree slightly with everyone else. Your neighbor who coughs in the wee hours of the night? You can ask him to try to do something about it; it's all in the way you phrase/approach it. If it wasn't in the wee hours of the night, I would agree that you can't say anything to him.
"Hey, neighbor, I know you have to let the dog out when you get home at night, but could you please try to stay farther away from my window? Sounds carry so easy here and I'm often woken from the sounds. Thanks for understanding!"