Sound efficient construction material is measured by STC rating. A brick wall has (aprox) a STC rating of .37 - .39
There are a few companies who provide "interior mount" windows that greatly reduce the amount of sound that travels from outside to inside. You may have to install them yourself or find a local installation crew to do the work but these windows achieve the .39 STC rating that you're looking for. These windows do NOT replace your existing windows. Since they are installed INSIDE your house, there are two major problems with these windows. First, your blinds or interior shutters will need to be moved because the new Soundproof Window will be in the way. Second, cleaning the glass is very difficult because they require that you uninstall them completely. Think of them like an interior storm window (but much higher quality). And they are expensive!
Another option is Soundproof Replacement Windows. Using thick laminated glass, these also achieve the .39 STC rating, making them qualify as "Soundproof". These windows actually REPLACE your existing windows and should not get in the way of your existing blinds or plantation shutters. However, they almost always have Vinyl frames and might not look anything like your other windows. The price of replacing ALL of your windows with Soundproof windows might be a little staggering, but Energy Efficient Windows will match them perfectly. Don't think that EVERY window must be soundproof.
We have seen some of our customers use Theatrical Curtains to block sound. Using thick, heavy material they are pretty effective but of course they also block light (which in a bedroom, might not be a bad idea).