In Settlers of Catan: Explorers and Pirates, who gets the gold when the pirate is paid?
From the Explorers and Pirates rules under the Paying Tribute to the Pirate section (page 11):


  The tribute costs 1 gold, and you pay it to the supply.


From earlier in the rules, in the Preparation section (page 6):


  Place the resource cards and dice from the base Catan game beside the game board to form a supply area.


So it is paid to the supply, which is commonly referred to as the bank.