Hello and welcome to the site. Thank you for your question.
The Office would allocate your tax allowance against one of the pensions you receive (maybe the one giving you the highest pension). This tax code will take into account state pension received by you, as although state pension is taxable but you receive it gross in your hands.
You will have to inform the Tax Office of your change of circumstances after you retire in Jun 2015 and they will do the rest because their records would show your pension providers. You don't have to contact each and every pension provider.
Lets consider this scenario as an example....
For next tax year
Personal allowance =£11,500
State pension =£8,000
Pension 1 =£12,000
Pension 2 to 4 =£20,000
Pension 1 provider would be asked to apply tax code 350L (11,500-8,000= 3,500)
This takes care of your personal allowance
Pension providers 2 to 4 would be required to apply tax code BR (all earnings to be taxed at basic rate)
I hope this is helpful and answers your question.
If you have any other questions, please ask me before you rate my service – I’ll be happy to respond.