if they are your neighbors and you let them know you can hear them fucking, there is only a small chance that you will ever be able to hear them again. most likely they will be embarrassed and stop being so loud.
of course there is a chance (a small chance) that they already know you can hear them. they just might be doing it for the thrill of exposure. kind of audio voyeur.
either way i wouldn't leave a note or let them know in any way, as it might ruin the show.