The letters to the Philippians, Colossians, Ephesians and Philemon are
known as the captivity epistles because in each of them Paul appears to
refer to the fact that they were written while he was in prison. Apart
from that, they are all very different. Philippians is written to a
church with which Paul had close ties, and about which he had no serious
worries. Colossians addresses a serious threat from false teaching,
while Philemon is a personal letter about a runaway slave, and Ephesians
is a letter of general encouragement and exhortation, addressed to
several churches.