Pension
If you are seconded by a UK employer to work overseas, you can remain and continue to contribute to your UK employers pension scheme provided a number of conditions are met. You cannot make Free Standing AVCs whilst you are non resident and you should note that any AVCs, like normal contributions, will not attract tax relief while you do not have any taxable employment income in the UK.
In addition, contributions to a UK pension scheme may not be tax effective in your host location.
Tax in the host country
You should take specific advice relating to your tax position in the host country. Often, UK tax efficient investments are taxed very differently overseas. You may, for example, pay tax on the entire gain from an endowment policy if it matures whilst you are resident in the United States.
Some countries tax capital and wealth very differently from the UK, for example you maybe required to pay overseas wealth tax after becoming resident in another country. You may also be able to benefit from expatriate concessions, for example the special expatriate tax regime offered to some foreign nationals in Belgium.
Wills
It is a good idea to make sure you have an effective will in place before moving abroad. This could include the local tax implications of acquiring overseas assets such as property.