Should I worry that my dog got bit by the neighbors dog?

As long as both yours and the neighbor's dog are current on vaccinations, there's no worry on that score. However I'd take the dog to be examined by a vet to make sure stitches are not necessary and that there's no sign of infection. My little terrier was attacked by my German Shepherd and my Rottweiler and the vet discovered wounds that I hadn't seen.