Some persons can receive SS payments while living abroad, others cannot.
It depends upon whether:
1) you remain a US Citizen
2) you become a citizen of another country
3) which country you move to
Countries where you won’t get a check mailed to you include Cuba, North Korea, Vietnam, Cambodia, and former Soviet Union Countries.
There are many rules and exceptions to the rules. See Your Payments While You are Outside the United States for details