We study the behavior of five proteins at the air-water and oil-water interfaces by all-atom molecular dynamics. The proteins are found to get distorted when pinned to the interface. This behavior is consistent with the phenomenological way of introducing the interfaces in a coarse-grained model through a force that depends on the hydropathy indices of the residues. Proteins couple to the oil-water interface stronger than to the air- water one. They diffuse slower at the oil-water interface but do not depin from it, whereas depinning events are observed at the other interface. The reduction of the disulfide bonds slows the diffusion down.