If the same senders continue to send information despite your efforts to stop this happening, your next step should be to make a written complaint to each of these organisations. Date and keep copies of all letters, as if they do not take action you may have to escalate your complaint further. National Debtline can provide further assistance, should it come to this.
Your credit file only holds financial information about you and the name of anyone you have a financial connection with, such as a joint loan or overdraft. This means that your neighbour's financial history cannot affect your credit file, regardless of whether your address is being incorrectly used. However, if you do wish to look at the information held by credit reference agencies, and this is generally a good idea no matter what your situation, you can do so by contacting the three main agencies - Equifax, Experian and Callcredit.
As you have concerns that the use of your address may be malicious, you could also contact Action Fraud for advice on 0300 123 2040.
With regard to bailiffs, theoretically a bailiff could call at your property if they had information indicating that the person concerned lived there.
However, in practice this is very unlikely as procedures should be in place to prevent this happening. If it does occur, do not let the bailiff into your property and contact National Debtline for further advice.