Q&A

 Journeyman

This could be anything from an electrical fault to a fuel pump issue or a major air leak/loose hose clamp problem.
If the check engine light is not on and there are no fault codes stored , a good start would be to confirm fuel pressure at the time the failure occurs. Fuel pressure is one of the few parameters not directly monitored by the on board diagnostics.
If I understand your comment "All lights come on but none stay on" correctly , the electrical portion of the ignition switch ( a common trouble spot) could be failing. Short of replacement a simple , but not absolute , test can be wiggling the key with the engine running to duplicate the malfunction.
Remember , you need air , fuel and ignition for the engine to run....

I have a 96 a4 audi and this was happening to me; and after a stressful month of this happening i decided to try and figure out what was going on. I'm not a mechanic but i sure couldn't afford one, anyways as I was searching i notice that the air vent popped out of socket. where the air duct runs to the back of the engine just press down on it with the vechine running in neutral, as soon as i tried this the car idle down and began to run smooth. what happen was it misfired one day because of bad gas and popped the air duct out of placed, the only thing i did was press on it hard enough and it was smooth sailling

i have a 1998 audi a4 quattro it will start but it turns of wright away when yhe gas padel its of .it wont stay running.