There are some hearing protection earmuffs that allow you to plug in music players such as these: https://www.amazon.com/dp/B001T7QJ9O/

I bought these a while ago and while the sound quality is not the greatest they will block a lot of sound. They also have microphones so you can listen to conversations without taking them off (useful for protecting hearing in dangerously noisy environments - not that useful in an office).