For an amount that small I would say roll it into an IRA. If you have an existing IRA do that. If you need to open one, to my knowledge even Vanguard has a $1,000 minimum to open an IRA. So add a $600 spousal contribution to that $400 rollover. Or be mustachian and add a $5,500 spousal contribution. ;)
The leave it option does require knowing the details not_a_trex asked for. This is just me, but given the amount I lean very heavily towards rolling it over. That pension would have to have a really good growth rate to justify keeping it there. Good growth rate = 7% or higher rate. Anything less and I would just roll it into an IRA.