The handman website states,

"Gas Heater Pilot Light Keeps Going Out

Pilot light continues to go out even after changing the thermocouple. It works for a while with the new thermocouple then goes out and has to be relit. Works for a while then goes out again. Appears to be no disruption of the supply of gas.

-->Sounds like you have a faulty spill switch rather than thermocouple. Replace the spill switch. " the url is: http://www.handymanusa.com/questions/hotwaterheaterq.html

hope this helps

: : I have a hot water heater about 8 years old. I came back froma vacation and the pilot light was out. Could not get it to stay on, so replaced the thermal couple. It now lights and makes hot water. However sometimes if I come back later, it is out. Try to light it and it will not stay light, come back 3-4 hours later and it lights, main gas burner comes on and maybe will stay light for 2-3 days, maybe only a couple or hours. Water in all cases was hot. Also noticed the gas control is warm. Both the box nd the gas line pipe coming into the box. I do not know if that is usual or not.

: : Any thoughts on what I should replace next?

: No spill switch on heater.