I tried another thermocouple, different source/brand. I turn the control
to PILOT, hold down the gas button, light the pilot and after 1 to 2
minutes release the gas button. The pilot light goes out!

This water heater ran fine for 25 years, then about 5 years ago it
started needing a new thermocouple every 2 years. Now even the new
thermocouple won't keep the pilot light on. I know I should buy a new
water heater, but it's a real hassle.

Since it's obviously not the thermocouple, what else should I be looking
at?

Thanks,
JT