We develop the theory of anharmonic confinement-induced resonances (ACIRs). These are caused by anharmonic excitation of the transverse motion of the center of mass (c.m.) of two bound atoms in a waveguide. As the transverse confinement becomes anisotropic, we find that the c.m. resonant solutions split for a quasi-one-dimensional (1D) system, in agreement with recent experiments. This is not found in harmonic confinement theories. A new resonance appears for repulsive couplings (a3D>0) for a quasi-two-dimensional (2D) system, which is also not seen with harmonic confinement. After inclusion of anharmonic energy corrections within perturbation theory, we find that these ACIRs agree extremely well with anomalous 1D and 2D confinement-induced resonance positions observed in recent experiments. Multiple even- and odd-order transverse ACIRs are identified in experimental data, including up to N=4 transverse c.m. quantum numbers.