[paulskrabut]

After I light it, my gas water heater pilot light always goes out when I release the pilot light knob. This occurs regardless of how long I have been depressing the knob (usually several minutes) to keep the pilot light going after I have ignited it.

[hkstroud]

Faulty thermocoupling. Replace. Available at Home Depot and other big box stores.

[Fr_Chuck]

Yes, one of the experts here has this great drawing they often post, but it sounds exactly like the termocoupling