At the time of the Purim story, the Jewish People seemed to have no way out. Haman plotted to destroy the Jews (G-d forbid) in one day so that they'd have no where to run. To be sure, there was one way the Jews could have saved themselves: by converting from Judaism, but, says the Talmud, not one Jew even considered it! Indeed, it was in the merit of their unshakable faith and recommitment to G-d that our people were saved.
Today, too, there are those who still seek to do us harm, G-d forbid. Purim reminds us that the secret to the Jewish people's survival despite all odds is found in our faith and relationship with G-d.