If you have moved out of North Carolina, you no longer need to have NC tax withheld. If you did, you may want to submit NC nonresident returns with zero income to get a return of any withholdings if you have not already done so. Pension income is only taxable in the state you live in, not where the company you worked in was located before retiring. Since Nevada has no state tax, you shouldn't be paying state tax at all on the pension.
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