Good question. I'll try to put together a longer article specifically for that. But, the short answer is you'd want to look for countries offering either retirement visas or property investment visas (often referred to as a golden visa). With the property visa, you would need to buy a property of a set minimum value, and with a retirement visa you would need to earn a set minimum based on SS/pensions.
You can search Google for "retirement visas for (insert desired country)" and you should at least find out if such an option exists for your country of choice.
One thing to keep in mind is if the country taxes pensions/SS. Some countries will tax non-government pensions but leave your SS/military alone. Most European countries do have tax treaties with the US, so you wouldn't be double taxed...it just means some extra paperwork.
So, to at least get you started before I can write up a longer story, I'd suggest looking up:
-retirement visa for your desired country
-golden visa for your desired country (if you're interested in buying property)
-taxes for US citizens in given taxes (specifically are pensions/SS taxed)