The Boltzmann equation provides a rigorous theoretical framework to study dilute gas flows at arbitrary degrees of rarefaction. Asymptotic methods have been applied to steady flows, enabling the development of analytical formulae. For unsteady (oscillatory) flows, two important limits have been studied: (i) at low oscillation frequency and small mean free path, slip models have been derived; and (ii) at high oscillation frequency and large mean free path, the leading-order dynamics are free-molecular. In this article, the complementary case of small mean free path and high oscillation frequency is examined in detail. All walls are solid and of arbitrary smooth shape. We perform a matched asymptotic expansion of the unsteady linearized Boltzmann-BGK equation in the small parameter ν/ω, where ν is the collision frequency of gas particles and ω is the characteristic oscillation frequency of the flow. Critically, an algebraic expression is derived for the perturbed mass distribution function throughout the bulk of the gas away from any walls, at all orders in the frequency ratio ν/ω. This is supplemented by a boundary layer correction defined by a set of first-order differential equations. This system is solved explicitly and in complete generality. We thus provide analytical expressions up to first order in the frequency ratio, for the density, temperature, mean velocity and stress tensor of the gas, in terms of the temperature and mean velocity of the wall, and the applied body force. In stark contrast to other asymptotic regimes, these explicit formulae eliminate the need to solve a differential equation for a body of arbitrary geometry. To illustrate the utility of these results, we study the oscillatory thermal creep problem for which we find a tangential boundary layer flow arises at first order in the frequency ratio.