Well, it mostly depends on why you're missing them.

Believe it or not, sometimes there's nothing you can do. Some people will sleep through any noises at all, though it's really unusual.

Most likely, your brain is telling you that you aren't sleeping enough by refusing to react to the stimulus.

So you gotta fix what's wrong. If you're staying up late, begin rest earlier, even if you don't sleep earlier (which can be the case for some types of insomnia). Just being in dark/low light with as little external stimulus as possible can help your brain and body "recharge" a little even when you don't sleep enough. That's a short term fix, you'll eventually need to figure out what to do to address the insomnia directly.

If you're not staying asleep it's harder to address without outside help. Tbh, it isn't usually something that you can crowd source an answer for just because there's too many possibilities. A sleep study tends to end up being the real answer. But you can try various meditative methods when you wake up to help drop back out faster, if you're waking up enough to do so.

The major problem comes in when you can't tell you're waking up, or are just sleeping so poorly that it amounts to the same thing. Apnea is a bitch like that, so you'd want to rule it out one way or another.

All of that being said, you can also try vibration based alarms, like the kind that go under the mattress or pillow. There's also wrist and headband based ones. Sometimes, especially if your brain is just inviting the alarms because it's pissy about ignoring sounds, tactile stimulation gets the job done because our brains process it differently, and it's harder to filter out past a point.

I would try getting more and better sleep as the primary fix though. Get to bed earlier, make sure you minimize light and noise, and learn some techniques like progressive relaxation and deep, controlled breathing. If you need background sound, err on the side of "white noise" over music, but music will do in a pinch as long as it's on a timer so it doesn't interfere with the sound of the alarm later.

Make sure you aren't snoring heavy, and if you are, address that. The problem is that it often takes a ton of experimentation to figure out what actually helps you. Snoring isn't the same as apnea, necessarily, but it does disturb your sleep sometimes.

Avoid stimulants at least 4 hours before bed. No caffeine, no tobacco, no meth (the last is mostly a joke, but check that any prescription meds or OTC meds aren't stimulants).

And, obviously, if you can, talk to your doctor about a sleep study.