I think the question is more along the lines of "will your government continue to pay your social security if you don't remain living in the country", not "can you deposit it somewhere else"
Also, how about if you get into trouble. If you're arrested for a crime (even if eventually found not guilty), will you continue to receive social security?
Is there any circumstances where your government could refuse to continue paying it?
And most importantly: could your government invent such a circumstance in the future, and then invoke the new circumstance to deny you the payment?
Living on government money reminds me of my cat. She relies on me to feed her and provide for her, and I do happily take good care of her because I love her very much.
1. My government will continue to pay my Social Security if I don't remain living in the country. My father emigrated from the U.S. to Israel after he retired and he continued to receive his Social Security for about 20 years, until the day he died.
2. "Also, how about if you get into trouble. If you're arrested for a crime (even if eventually found not guilty), will you continue to receive social security?"
"If you receive Social Security, we'll suspend your benefits if you're convicted of a criminal offense and sentenced to jail or prison for more than 30 continuous days. We can reinstate your benefits starting with the month following the month of your release." — Social Security Administration
3. "Is there any circumstances where your government could refuse to continue paying it?"
If it goes broke, certainly.
4. And most importantly: could your government invent such a circumstance in the future, and then invoke the new circumstance to deny you the payment?"
So my monthly Social Security check makes me a prisoner? I don't think so.