The Pilot keeps going out on my State Select gas water heater. It is only 2 1/2 years old, the pilot lights and heats the water but once it is hot the pilot goes out. I have replace the thermocoupler on my State Select Water twice now... do you have any idea what this may be?

Any chance of a down draft down your exhaust? Are you using a whole house ventilation fan?

Nope. I had a suggestion that it might be the combustion filter? And to clean it out? Where is that located?