I emigrated to Holland when I left the Army, the pension was taxed by the UK at source and again by the Dutch but they do (or did, this was 12 years ago) allow you to deduct the tax already paid because there is a double taxation agreement in place - but the Dutch income tax rate was only 3%, the other 27% is made up of all different kinds of "fonds" which are not deductable - end result was I got hammered by the Dutch taxman.
I've since moved back to the UK.