Context. The projection factor (p), which converts the radial velocity to pulsational velocity, is an important parameter in the Baade-Wesselink (BW) type analysis and distance scale work. The p-factor is either adopted as a constant or linearly depending on the logarithmic of pulsating periods. Aims. The aim of this work is to calibrate the p-factor if a Cepheid has both the BW distance and an independent distance measurement, and examine the p-factor for δ Cephei-the prototype of classical Cepheids. Methods. We calibrated the p-factor for several Galactic Cepheids that have both the latest BW distances and independent distances either from Hipparcos parallaxes or main-sequence fitting distances to Cepheid-hosted stellar clusters. Results. Based on 25 Cepheids, the calibrated p-factor relation is consistent with latest p-factor relation in literature. The calibrated p-factor relation also indicates that this relation may not be linear and may exhibit an intrinsic scatter. We also examined the discrepancy of empirical p-factors for δ Cephei, and found that the reasons for this discrepancy include the disagreement of angular diameters, the treatment of radial velocity data, and the phase interval adopted during the fitting procedure. Finally, we investigated the impact of the input p-factor in two BW methodologies for δ Cephei, and found that different p-factors can be adopted in these BW methodologies and yet result in the same angular diameters.