Learn Russian: Волонтёры часто приносят продукты местным пенсионерам. - Volunteers often bring groceries to local pensioners.

This is the Dative plural, used here for the recipients of the groceries. For the noun пенсионер (a hard-stem masculine word), we add -ам to make пенсионерам. For the adjective местный (local), the Dative plural ending is -ым, giving us местным.

Why is there no Russian word for 'to' before местным пенсионерам?

In Russian, the Dative case itself expresses the idea of doing something 'to' or 'for' a recipient. The verb приносить (to bring) connects directly to the recipient in the Dative case, so no extra preposition is needed.

Does продукты always mean 'groceries'?

It literally translates to 'products', but in everyday Russian, продукты is the standard and most common way to say 'groceries' or 'food items'. If you are talking about non-food products, you usually have to specify what kind.

Since продукты is the direct object being brought, shouldn't it be in the Accusative case?

It is in the Accusative case! However, because продукт is an inanimate noun (a non-living thing), its Accusative plural form is exactly the same as its Nominative plural form. Only animate nouns (people and animals) change their endings in the Accusative plural.