Okay.. I really need some help here. We have just purchased a new farm and every night we have to go down and light the pilot on the water heater. Granted it saves gas but can be a pain when you get in from work or the barn and have to go down there everyday and light it.
Once it is lit it will stay lit for awhile and heats up the water great. Any ideas of what the problem might be?

2 common problems happen to gas water heaters.

1) check the tube that the pilot is on. They burn back over time and then the flame burns itself out due to lack of oxygen.

2) Check the thermocouple. That is the bulbus looking part near the flame. It holds the valve open so the pilot remains lit.

Is it possible for the Thermocouple to be bad if it stays lit for a period? I'm sure you know what you are talking about, I don't know anything about the water heater in the house. I will go and have a look at what you suggested. Thank you! :)

If you have the sealed combustion chamber type, check the screen of the air input opening.

If the barn is drafty and air blows through, it may be blowing out the pilot. My son had this issue in an outdoor shed and we solved it by putting a "V" shaped portable drywall barrier about 3 ft. away from the front of the heater.