We show that a fluid under strong spatially periodic confinement displays a glass transition within mode-coupling theory at a much lower density than the corresponding bulk system. We use fluctuating hydrodynamics, with confinement imposed through a periodic potential whose wavelength plays an important role in our treatment. To make the calculation tractable we implement a detailed calculation in one dimension. Although we do not expect simple 1d fluids to show a glass transition, our results are indicative of the behavior expected in higher dimensions. In a certain region of parameter space we observe a three-step relaxation reported recently in computer simulations [S. H. Krishnan, Ph.D. thesis, Indian Institute of Science (2005); Kim et al., Eur. Phys. J. Special Topics 189, 135 (2010)] and a glass-glass transition. We compare our results to those of Krakoviack [Phys. Rev. E 75, 031503 (2007)] and Lang et al. [Phys. Rev. Lett. 105, 125701 (2010)].