/* bar.h */
class bar{
    /* standard stuff omitted */
    std::vector foo;
};
/* bar.cpp */
bar::bar(){ 
    // foo = new std::vector();         
          You do not need to use new on foo, since foo is a vector, not a pointer to a vector (i.e. std::vector<my_obj*> *foo).
If you are coming from Java or C#, you may want to consider using std::vector<my_obj> (a vector of objects) instead of a vector of pointers. It really depends on what you want to do.