Low frequencies are a pain in the ass because they bend and curve around corners. You can't exactly throw a gobo in their way and expect them to stop. Plus, blankets pretty much deal with everything but.
Really, dude, your first defense is the low-frequency roll-off - aka high-pass filter - either on your mic or on your mixer.
Corners of rooms are also problems because bass frequencies are basically amplified there. Auralex has
portable bass traps that are stand-mounted and can be placed in corners to help tame issues, though that'd be more effective on sources from inside the room than ambient bleed from outside, but every little bit helps. And you can only place them in corners that are off-camera, so... yeah.