Can you call noise control? That would be my first point of contact, as the whole "confronting neighbours" thing can go horribly, horribly wrong. It's sometimes better if the complaint is anonymous to start.

I wouldn't write a "nasty" letter to them, for several reasons. First, because it can be perceived as threatening behaviour on your part, and if it's in writing, they can take it to the authorities and point the finger at YOU. It's your word against theirs in a case like this, unless other neighbours back you up from the get-go. Second, inflammatory remarks often produce a defensive response, when what you really want is for them to listen to you and not do it again. Receiving a rude letter will only make them think less of you than it sounds like they already do, if they're really aiming fireworks at your house, and may irritate them to the point that they do even worse things, just to get a rise out of you.

Fireworks can be dangerous and can start fires, so I would check your roof and yard for evidence and see if there are any burnt-out firework cones or other bits and pieces laying around. Collect them in a bag so that you have proof. Then I would consider confronting them in person, presenting them with the bag, and expressing how dangerous fireworks can be and how you're not sure they realise that you have a baby and a dog in the house, both of whom were very unsettled last night. Tell them you understand they are excited about the holiday and you would appreciate if they could let off fireworks at an earlier time, say by 9.30, so that you and the rest of the neighbourhood with young children are not unduly disturbed. You have to stay calm and rational, no matter how upset you are, because you don't want to get into a slinging match with them -- you want to leave them with the impression that you're willing to work things out.

We had neighbours do them well after midnight last year - and her young kids were up watching them!  The adults were completely smashed (lovely family that they were ) so basically nothing we could have said (or yelled) would have made any difference - in fact we learnt that because they were particularly unreasonable people, asking them to quiet down only rarcked them up further and led to them putting in impressive efforts to keep us all awake through the night.  I guess what I'm saying is if they're unreasonable people, don't even bother since guyfawkes is only an annual thing.  If they're OK neighbours, maybe visiting to have a friendly word with them is better than a letter, because a letter might just seem rude and angry, and that mightn't get you a good result.