I live in the US, presently have the pension paid into a UK account and therefore taxed by the UK.
The UK has a dual tax agreement with the US federal government but not with individual states, therefore the UK earnings have to to be declared in the state of residency and taxed.
Now as a US citizen, i can elect to have my pension paid direct to a US bank account with no UK tax liability, this is very straight forward and not a problem.