With my work, I rarely plan to be anywhere for a local festival. But when one hits, I make it a point to enjoy it. In Florence, the night before May Day is a huge blowout called White Night. All the museums are free and open late, all the places to eat and drink are ready to serve, and it seems everyone is out in the streets.
Rather than stay in your hotel room and complain about the noise, your best response is to get out in the streets and make them even noisier. What big-city, after-dark blowout festivals have you stumbled onto?