I was able to re-light it the first time but went out again after 2-3 days. Then after that I could light it but would again go out after about 15 minutes or so. I then changed the Thermocouple but did not help.

Details and symptoms:

1/ Blue light when igniting the pilot.
2/ Goes out after 15 minutes.
3/ Cannot re-light pilot after lighting the first time (can relight the next day).
4/ Of late... can't light it at all.

Andy is this a Whirlpool heater? They have a recall on the valve. Good luck

Replace Thermo Coupling. Also, make sure you have enough space around the heater so it can drew oxygen through its vent holes. Additionally, check your vent. It can be blocked. If everything fails, call customer support