If you live abroad, or plan on retiring abroad and have a defined contribution pension in the UK you can either:
1) Leave your pot in the UK and take your money from abroad - you might have to pay UK tax on your pension.
2) Move your pension pot abroad - typically by transferring your money into a Qualifying Recognised Overseas Pensions Scheme (QROPS). If it's not a QROPS scheme there may be a tax charge.
For more information regarding living abroad and your pension, please click here.