A constant term sequence is a sequence of rational numbers whose $n$-th term is the constant term of $P^n(\boldsymbol{x}) Q(\boldsymbol{x})$, where $P(\boldsymbol{x})$ and $Q(\boldsymbol{x})$ are multivariate Laurent polynomials. While the generating functions of such sequences are invariably diagonals of multivariate rational functions, and hence special period functions, it is a famous open question, raised by Don Zagier, to classify those diagonals which are constant terms. In this paper, we provide such a classification in the case of sequences satisfying linear recurrences with constant coefficients. We further consider the case of hypergeometric sequences and, for a simple illustrative family of hypergeometric sequences, classify those that are constant terms.