I had a call for no heat I went and the pilot was out. I relight the pilot turned the gas valve on called for heat system went on operation fine. After boiler cycled when it shutoff it also shut off the pilot. So I relit it again and did the process all over again and it shut the pilot off again can you please tell me why the pilot is shutting off when the system shuts down thanks

The pilot orifice is probably plugged up allowing to small a pilot lite. The small pilot lite is being snuffed out by the gas flames shutting off when the boiler shuts down.

Do a search on this site for pilot orifice cleaning.

There are a few other items that can also cause this problem but clean the pilot orifice first.

What are the other reason so in case that doesn't work I know what to look for

There are a few other items that can also cause this problem but clean the pilot orifice first.
Post back when this is done.

I cleaned the orifice and still the same problem

Next I would replace the thermocouple which is next to the pilot and connects to the safety. Make sure the replaement has a good amount of pilot flame on it to create a strong signal. Post back with results. The thermocouple is kind of a long shot but while you are in there you might want to pull all the burners and clean them out also. Since I am not there I am trying to take the steps I would use if I were there but I cannot see the situation which makes it difficult to access the situation exactly.