Butter cookie sheet and large saucepan. In buttered saucepan, combine sugar, corn syrup and water; mix well. Bring to a boil, stirring constantly. Cook until candy thermometer registers 275°F. (soft-crack stage).
Add butter, vanilla and nuts; cook, stirring constantly, until thermometer registers 300°F. (hard-crack stage). Remove from heat. Add baking soda; mix well. Stir in coconut.
Quickly pour mixture onto buttered cookie sheet; spread very thinly. Cool 30 minutes or until completely cooled. (After 5 to 10 minutes of cooling, brittle can be stretched thinner with 2 forks.) Break into pieces.