I currently live in a small cinder-block single dorm room at school
with a thick wooden fire-rated door.  I love having my own space, but
I've been having a problem with roommates being noisy late at night. 
I live adjacent to the common room in our suite which is equipped with
a stereo and the occasional noisy roommate(s).  The cinder blocks do
very little to deaden the noise.  Are there any aftermarket
products/systems available to help prevent external noise from
entering a room aside from noise-cancelling headphones?  I don't mind
if I have to nail things into the wall, or even if I have to use some
sort of adhesive on the wall, though I would like to keep that to a
minimum.

I would talk to the dorm administration:
1) about trying to solve this shortcoming in the construction by
insulating the common room side of the wall;
2) about establishing (or maintaining) rules about the use of the common room.

The first suggestion is by far the better approach to reduce the sound
level, reducing the noise before it gets in the cinder blocks. 
Perhaps a more effective solution could be implemented.

It would, of course, be to your advantage to get a couple of other
residents to support your request.