A pilot that will not stay lit can point to an ignition or flame-sensing problem, insufficient air supply or a safety shutoff. The answer depends on the heater model and its condition, so repeatedly relighting it without finding the cause is not a dependable fix. Check the manufacturer's user instructions and any visible error message, but never bypass a safety device or work on a gas control. If you smell gas, leave the home immediately; from a safe place call 911 and Oklahoma Natural Gas at 800-458-4251. Otherwise, have a qualified plumber inspect the heater before continued use.
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For more context about this type of plumbing issue, read our related Oklahoma City guide.
Read the related VIP plumbing guide