Paul's letter to the Philippians is a thank-you letter of sorts. While in prison, Paul gets a visit from this dude from the church in Philippi who brings him money and offers to stay with him to be of any help he can. Unfortunately, the guy (Epaphroditus) gets sick when he gets there so Paul sends him back right away, but with this letter.
"Rejoice in the Lord alway; and again I say, Rejoice!" -- Philippians 4:4
This epistle is probably the most joyful of them all. It's short, and sort of informal, but in it Paul writes of thanks and gratitude and mentions how he is incredibly happy and honoured to be able to suffer for the cause of Christ. He's in prison, but he feels he is making a difference, preaching the gospel even to the prison wardens, who can't help but spread the Word of God themselves. If he lives, Paul will get to do more work for the church, and if he dies, he'll get to be with Christ that much sooner. Either way, life is good for Paul the Apostle. His advice to the people of Philippi is to also be joyful, trusting in God, knowing that to suffer means to share in the experience and life of Christ and understanding that there's nothing Jesus cannot do through those who believe in him.
"I can do all things through Christ who strengthens me." -- Philippians 4:13