The most common condition is a bursitis, greater trochanter bursitis.
Rule out local herpes infections and also myositis.
I would suggest you to go for an orthopedic examination if the pain does not subside with NSAIDs and rest.
It can also be rheumatoid arthritis, osteoarthritis or gout. Infection of the bone called osteomyelitis or any nerve involvement are other reasons.