My water heater pilot light goes out almost every day. The heater is only 5 years old and it says it is warranted for 10 years. I do not have the paperwork, nor do I know where it was purchased.
Mac says:
There are a couple of reasons this could be happening. First check the flue to make sure it is clear. Check for severe down drafts. High wind lately? Is the chimney too close to an exhaust fan? Is there a door or window open nearby? Has anyone in the building noticed any fluctuation in the gas pressure in the building? This is more common in cold weather when many gas appliances are being used at the same time, causing a drop in pressure. If none of these conditions are present, replace the thermocouple. They can last 25 years or five, never tell. They are not expensive. This is not a difficult task. A do it yourself book describes the process or check the computer. If you are not comfort able, call someone and ask what he or she would charge for the job. If that does not work, the next step is to replace the gas control valve itself. It would be a good  idea to ask the person who is replacing the thermocouple if he or she can replace the control valve if necessary. I would not suggest you do that unless you have done it before and are confident of what you are doing.