MLV is specifically made for noise control. It’s a flexible material that you can hang on your walls or lay on the floors to keep the sound out. If you want to significantly reduce the sound transmission through your walls, sandwich the MLV between layers of drywall.
If you’ve got cracks or openings on the wall, the sound is going to sneak through. Plug these gaps or holes using acoustical caulk. Also, if you believe your door isn’t blocking out the sound well, consider adding weatherstripping to door frames, and fitting sweeps to the bottoms of the doors.