How many molecules does it take to have a phase?
This is actually an active area of research for water clusters. In principle, for $\ce{(H2O)_{n}}$ there should be a &quot;melting&quot; phase transition, much like for ice to liquid water.
So, in principle, if you had an accurate enough theoretical method, you could do molecular dynamics and see when the melting point of the cluster matches bulk water.
Defining a line between liquid and gas seems tricky to me, but I don't do statistical mechanics, and perhaps there are molecular dynamics techniques for defining a boiling point.
Defining the solid-liquid phase transition is much easier, because the radial distribution function of the system can be monitored to see the transition (i.e., the density changes).
At the moment, I don't think the best dynamics methods get the melting transitions accurately yet, but I think n~20 is about right. I'll revise this when I get a better answer.
EDIT: It turns out that 21 seems to be the number for water drops.
&quot;How many water molecules are needed to solvate one?&quot;
Chem. Sci. 2021

The minimal structure eventually responsible for proper solvation is made of a total of 21 water molecules and includes two complete solvation shells, of which the whole first one is tetrahedrally coordinated to the central molecule.