If you are a US citizen or green card holder, you must file a US tax return that reports and pays income tax on all your world-wide income, no matter where you are actually living and no matter what country the income comes from. If that income is also taxed in a foreign country, you can claim a deduction or credit on your US tax return for the foreign taxes you paid on the same income.
For example, if the foreign tax on your pension would be $10,000 and the US tax would be $15,000, you can claim a $10,000 credit on your US tax return that reduces your US tax to $5000.
