People have mentioned headphones/earphones and earplugs, but you can actually combine the two.
Take in-ear earphones, take off the thin rubber plugs on their end. Cut off the earplugs to the size (or 1.5x) of those rubber plugs. Then compress the earplugs to coin-flatness, and punch a thin hole through them 2mm or so. Put them on the earphones. As with earplugs, press them before inserting, then wait a few seconds for them to decompress in your ears.
I've used that in the past before I got Bose active noise cancelling phones. They work basically as good as unpunched earplugs, but you can add white noise or music or whatever on top of that.
Take in-ear earphones, take off the thin rubber plugs on their end. Cut off the earplugs to the size (or 1.5x) of those rubber plugs. Then compress the earplugs to coin-flatness, and punch a thin hole through them 2mm or so. Put them on the earphones. As with earplugs, press them before inserting, then wait a few seconds for them to decompress in your ears.
I've used that in the past before I got Bose active noise cancelling phones. They work basically as good as unpunched earplugs, but you can add white noise or music or whatever on top of that.
Edit: Found that (of course) someone made a video of that: https://www.youtube.com/watch?v=P0m_RseMrok