A large number of phenomena of scientific and technological interest involve multiple phases and occur at constant pressure of one of the two phases, e.g., the liquid phase in vapor nucleation. It is therefore of great interest to be able to reproduce such conditions in atomistic simulations. Here we study how popular barostats, originally devised for homogeneous systems, behave when applied straightforwardly to heterogeneous systems. We focus on vapor nucleation from a super-heated Lennard-Jones liquid, studied via hybrid restrained Monte Carlo simulations. The results show a departure from the trends predicted for the case of constant liquid pressure, i.e., from the conditions of classical nucleation theory. Artifacts deriving from standard (global) barostats are shown to depend on the size of the simulation box. In particular, for Lennard-Jones liquid systems of 7000 and 13 500 atoms, at conditions typically found in the literature, we have estimated an error of 10-15 kBT on the free-energy barrier, corresponding to an error of 104-106 s-1σ-3 on the nucleation rate. A mechanical (local) barostat is proposed which heals the artifacts for the considered case of vapor nucleation.