The UK has a lot of Social Security Treaties with countries outside the EU (this would include State Pension) such as Canada, USA, some parts of the Caribbean, Channel Islands, New Zealand, Japan, Turkey etc.
But not all! Most notably, expat haunts of Australia, South Africa, Thailand etc - so you may not get increases to your state pension when you retire if you live in non-treaty states.
The UK, yesterday, confirmed it would maintain state pension payment increases across the EU for the next 3 years ahead of Brexit but it is not guaranteed after that. The UK already has a Social Security Treaty with each EU state. We believe the UK and EU states will maintain the 'status quo' via existing Social Security Treaty wordings.