My gas water heater suddenly wouldn't stay lit. Pilot would relight but not stay lit. Replaced the thermal couple and turned out unsuccessful. Warranty is expired and can't afford any major ordeals. Please help!

WE don't have a lot of gas appliances my area but here's something you might check. Go out to the meter and look for a tee with 6" nipple capped off at the bottom and looking down, This is called "a drip loop" and collects any moisture that might be in the incoming gas. If this nipple fills up it could allow moisture to enter the pilot light and shut it down.
The solution would be to shut the meter off and unscrew the cap and drain the drip loop. Hope this helps, Tom