Depends on the fireworks and where you live. Illegal fireworks here will get you in big trouble and there's a big fire danger here. If it's just regular fireworks and it's later at night, you can call that in if it's disturbing you. The laws are different in so many states, it's really hard to tell you. You should look it up or call your sheriff's department and ask them. It does get annoying a few days afterwards !
Is it illegal to set off fireworks? My neighbors have been setting them off even though Fourth of July already past.
No, although there might be restrictions, for example if you live close to a woodland because that could be a fire risk or if you live in a busy city where there isn't much room for fireworks. Also, I know this is a bit of a tangent (and I am also aware that fireworks are popular for the forth of July) but people have fireworks for loads of reasons, so I don't really understand what the forth of July has got to do with this question...
Depends on the laws where you live. The only way to find out for sure is to call the police and ask them.