on my boiler the button on the gas valve i hold it down to light the pilot when it lights i let off the button and the button stays down and it stays lit for a few hours but when i go down the next morning to see the button is up and the pilot is out is the button to stay down or up and stay lit.

wmccaulley, October 2009

Two reasons for pilot lights going out are.
1.wind blowing down the flue and extinguishing pilot.
2.Thermocouple faulty ( this is a small copper coil that acts as a safety device).
Sounds like an old boiler,pilot lights were last fitted on new boilers about 25 years ago,all electronic spark now.

Glen, October 2009