The effect of deposition oxygen pressure (PO) on phase separation (PS) induced in epitaxial La0.67Ca0.33MnO3/NdGaO3(001) films was investigated. Fully oxygenated films grown at high PO are anisotropically strained. They exhibit PS over a wide temperature range, because of the large orthorhombicity of NdGaO3 substrates. The paramagnetic insulator-to-ferromagnetic metal (FM) and FM-to-antiferromagnetic insulator (AFI) transitions gradually shift to lower temperatures with decreasing PO. The AFI state is initially weakened (PO ≥ 30 Pa), but then becomes more robust against the magnetic field (PO < 30 Pa). The out-of-plane film lattice parameter increases with decreasing PO. For films grown at PO ≥ 30 Pa, the slight oxygen deficiency may enlarge the lattice unit cell, reduce the anisotropic strain, and suppress the AFI state. Films deposited at PO < 30 Pa instead experience an average compressive strain. The enhanced compressive strain and structural defects in the films may lead to the robust AFI state. These results aid our understanding of PS in manganite films.