"Paul and Timotheus, the servants of Jesus Christ, to all the saints in Christ Jesus which are at Philippi, with the bishops and deacons:" (Phil. 1:1)
Paul was addressing a specific crowd of believers in a particular location. Here, it is all the saints in the city of Philippi which is in Macedonia. The epistle expresses much of Paul's sentiments towards the Philippian church as he writes from a prison cell in Rome (perhaps under house-arrest). Acts 16 would be a good passage to read in conjunction to studying Philippians. The point is that God is interested in the church (a local assembly of baptized believers) and so should we. Furthermore, it is interesting to note, that God's special revelation (His Word) which was given through inspiration (here in this case, through Paul) had a particular audience (the church). I believe that God wants every Christian to be in a Bible believing church, where like the Philippian believers, they hear God's Word preached faithfully.