I caught my neighbors having sex and they saw me catching them. What should I do?

If you accidentally stumbled upon your neighbors having sex (say you were at a party at their house, you went to their kitchen, and they were at it), you apologize, leave, and never mention it again.

If you’re sneaking around to watch them without permission, then turn yourself in at your local police station so that you can be prosecuted for violating others’ privacy and consent.