If you know who owns the land call them and tell them. If the owners of the land don't care then call the police. If the land isn't owned there won't be much you can do about it legally, but do kep an eye out, lock your house securely, make sure none of your valuables are in any place they can be seen or taken easily, and just hope they do something illegal so you can call the police on them anyway. Remember that excessive noise and light are also counted as disruptive, and you can call the police in (at least in Britain you can) to deal with them for the noise.
And also, don't interact. For all you know they could just be passing through and not intending to cause any harm or mischief, or they could be deliberately out to steal things and cause havock, but one way or the other you shouldn't interact, because if you engage them first then the law could be against you.
