No matter how it was previously paid..I would assume that it all the payments came from the same place...a bank account (hopefully only one).. and that would be one of the first places I'd look at. Usually they list all of the payments either direct or by check for the year. If you have a mortgage payment, it might include state taxes or it might not. Car Insurance, Life Insurance, Gap Insurance. Electric, Water, Phone and Internet and Credit cards..Gas if you use a tank.
You will need extra copies of the original death certificate which some places require. Social Security will need to be advised and what comes in will be modified. You may no longer get your own SS check but should get RR's which is larger. If he has any other pensions, they need to be notified.
It will all work itself out but a PITA until it does.