As others have said use something like Liquid Wrench. Not WD-40, it's not a penetrating oil. A buddy bought a used camper and couldn't get the anode tube out. I sprayed it with Liquid Wrench a couple of times a day for about 3 days in a row. I filled the tank with water and turned on the heater to heat the tank and tube. Then while the water tank was still hot I sprayed the anode tube nut with computer cleaner compressed air. The compressed air in the can comes out cold which causes a temperature difference between the tank and the anode tube threads. One expanding, one contracting. Then as others have said using a breaker bar about 18" long I tightened the anode tube just a bit. It came out after that.