Dual Taxation Agreements
Check all the detail in any Dual Taxation Agreement for your country of choice on the HMRC website. For instance, in the USA, HMRC will continue to tax government-sourced pensions until you become a US citizen at which point you can elect to pay tax in the USA instead (would be 10% for me at current rates). You can apply for US citizenship 5 years after being accepted as a US Permanent Resident ("Green Card" holder).