Much to my annoyance, the neighbors were playing loud music late into the night.

annoyance 是名词，由动词 annoy（使恼怒）加上名词后缀 -ance 构成，表示"恼怒、烦恼"的状态或感觉。 much to my annoyance 是一个固定搭配，字面意思是"对我的恼怒来说很多"，即"令我非常恼火的是"。