Those cannisters of gas that most locals use to cook with....the fumes always come straight into my house from the neighbors house.

It does'nt feel pleasant. I assume it can't be a good thing to inhale. But I'd like to know exactly what it is and possible harmful effects.

Of course it is very unhealthy to inhale petrochemical fumes.

I am assuming you mean the large tanks (30-40cm or bigger). Those are LPG - Liquified Propane Gas.

'Propane' for short...

Not healthy - don't know the results. Don't want to.

It sounds like your neighbour's tanks are leaking. Usually can be fixed with a tightening of the connection at the tank. Or may have to replace the small rubber 'O-ring' (mini-gasket). Cost about 3 baht.

Or get some good ventilation!

Or a few lit cigarette butts tossed in the direction of the leaking tank. (That is a joke kids. Don't try this at home!).

I very much doubt that you are inhaling the cooking gas as if it is alight you would not be getting any as it is burning. You may be getting the smells of the cooking but not the gas. Either move or stay away whilst they are cooking to avoid the smells.It may be unpleasant but it will do you no harm

I don't think it's a leak, I only smell it when they are cooking. Also accompanied by the sound of the gas / flame. But it's not just the smell of cooking food, it's definitely some kind of gaseous odor. Kind of makes me light-headed.

I'll try to close up the house as much as possible, not sure what else I can do. Maybe I need an oxygen tent inside the house!

There is a lot of information available about gas heaters with no flue, google that and you will find out what effect is possible.

I don't think it's a leak, I only smell it when they are cooking. Also accompanied by the sound of the gas / flame. But it's not just the smell of cooking food, it's definitely some kind of gaseous odor. Kind of makes me light-headed.

I'm surpised to hear this as the gas I use to fuel the cooker in the usual blue cannister has no odour whatever. It struck me as being dangerous as you never know when its leaking. I think in the UK they actually add an odour for that reason.

All combustion produces carbon monoxide and all sources of combustion should be properly vented with an intake and an exhaust. CO is colourless and odorless and can kill you. Be sure no exhaust from combustion enters a sleeping area or area with an insufficient supply of fresh air.

As has been stated, gas is odourless. In the UK, its methane that comes out of the mains taps, here they use canisters of propane, a simple alkane that burns quite efficiently producing little carbon monoxide. A harmless odour is added to it to warn you of any leaks. I'd imagine either your neighbours have a faulty stove and its leaking gas whilst turned on, or there's too much of the added odour and you're smelling the added odour which doesn't burn. Nothing to really worry about, though your neighbours might go bang if they do have a leaky stove.