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Search for the As You Leave guide. Explains how. Once your status is terminated you can request rollover funds from 401k within the website. For pension they reach out to you I believe.
Any IRA with a decent firm will know rhe process to get the check for the value moved.
Similar to what someone else wrote, there's a rollover form you'll need that will provide all of the instructions. You should be able to get this (or even process it) directly from your plan providers website. Note that your NEW 401k provider (assuming you switched jobs) might require an "incoming rollover form" (I know Fidelity requires this) for the incoming 401k assets being deposited. However, if your rolling 401k assets into an IRA, that will not require an incoming rollover form.