I never had roaches before. My house is as clean as a whistle. It can't be a roach. These are just some of the statements people make when they see a roach and they wonder where in the world are they coming from? Roaches can come from just about anywhere. You can bring them into your home on a shopping order when they hitch hike from the grocery store in your bags. They can sneak into your pocket book when you place it down at the bank. One can crawl into your pocket while riding on the bus. As you can see, these "buggers" are sneaky, and if you see them and catch the problem early enough, your success of getting rid of them is greatly increased.
Sometimes you are the unfortunate recipient of your neighbors problems. If your neighbor has a bad roach problem, even if you live in a row home, they can often find their way into your home via cracks and crevices in the foundation or along the joists in the basement.
The neighbor issue is more of a tricky situation because you can't force them to do anything. If this is indeed the case, then being as diligent as possible with a proactive pest control program in your home would be your best bet. Pheromone traps, baits, and insect growth regulators will help keep the levels in your own home down.