You're eligible to retirement money from wherever you paid into the system. Just gotta make sure you archive all your paperwork so you don't have trouble to prove your claims 30-40 years down the line. I still get a letter from the Swedish retirement fund every year for example. I guess it will be a bit of a pain in the ass to sort out everything if you worked in a lot of different countries.
I also pay into a private fund btw. because i started relatively late to work regularely and have some catching up to do if i don't want to die in poverty.