As I cross certain international control borders, the altimeter pressure announced by ATC changes between QNH and inHg. So, in any aircraft, are there toggles to set the mode for the altimeter pressure reading or do I hit the tables, somewhere, to convert on the "fly".Real life and sim, any suggestions?

This varies between different aircraft. Some only show inHg, others show both at the same time. More complex panels has a switch that allows you to choose setting. This apply to both RL and sim.Here