I don't know if this would ever be useful to anyone, but I've looked up a number of EU countries as to how they handle US pension income for taxation purposes. Some tax US social security, some do not. Some only tax it at the same rate as the USA would tax it.
Some don't tax government pensions, some tax government pensions if it relates to a "business" the government was running when you worked for it, and some tax government pensions as if they are regular pensions. Portugal doesn't currently tax any foreign pension income for the first 10 years one lives there, but I suspect that will change soon (even if only in a token way).
So I'm uploading my "working chart" in case it is of use. (Assuming I can upload a PDF.) Note that this would not necessarily be accurate for someone who is a dual citizen of one of these countries. (You'd need to look at the individual treaties, in that case.) US/Italian citizens drawing US social security but living in Italy don't have to pay US tax on US social security. Assume that unless noted, you'll be taxed on your US SS payments in the USA.
[Edit - I apparently looked at an old tax treaty for France. The 2009 protocol indicates SS and Pensions from US sources paid to retirees in France are taxable only in the US. Have fixed and re-uploaded the chart. Note - I am NOT a tax professional. This is just a chart - you should check the treaties personally to decide any sort of action planning!]
