Paul's letter to Philemon is the most unusual of his epistles because it does not contain doctrine about Jesus or the church, nor does it instruct one in living the Christian life. Yet, it alludes to one of the most basic doctrines of Christianity and instructs its recipient on how to deal with one of the thorniest issues Christians faced.
According to church tradition, its subject, the slave Onesimus, became an episkopos (bishop) later on and it was he who orchestrated the collection of Paul's letters into one volume. If this is true, it would explain the inclusion of this letter in the canon of Scripture. Onesimus would be one of the few who knew of this letter, and he would have a personal affection for what essentially saved him from the death that was the usual penalty for runaway slaves.
Writing from prison, Paul was explaining to Philemon the providence of God in bringing a slave whom they both knew, now a runaway, into Paul's prison where Paul ministered the gospel and Jesus Christ to him. Whether Onesimus was saved beforehand or sought out Paul first (as the only person whom he knew in the megapolis of Rome) and then found salvation in Jesus Christ is unsaid; however, the comment in verse 10, "begotten in my bonds" indicates Paul was God's instrument in saving Onesimus. But the question is immaterial. What is important is that a person came to Christ in faith and a soul was saved; this letter is the story of that event and what people did about the change.
At the time of this letter Paul was imprisoned on the charge of bringing Greeks into the Temple. From thence on Paul is a prisoner of the Romans as they try to figure out what to make of the accusation, which grew so much that Luke stopped recording the details. None of the accusations were ever proven, but Paul was nonetheless forced to appeal to Caesar to avoid being taken back to Jerusalem where Paul, the soldiers, and even the king knew men were waiting...