You could shut it off...
... with a hammer
... with a drop to the floor
... by yanking it out of the wall
... by throwing it out of the room
... by throwing it out of the window
... by lining up one shot with a pistol
... by throwing a boot at it
These can be particularly effective if you set them up the night before...
"Hey, what's that?"
"A pistol (hammer, boot, etc.)."
"That's weird. Why do you have a pistol (hammer, boot, etc.) next to your pillow?"
"So I can turn your alarm clock off in the morning...
"
Do that for a couple of days, and then set up a tube of K-Y Jelly. When he asks, say nothing... just grin... 
I promise... he won't go to sleep at all 
Now, there is one quirk to this... you *do* have your own alarm clock you're using, right? Otherwise, he's the one in charge.
*edit* Oh, one last thing. If the authorities come to question you about any of this, I was never here....