Pretty sure it pertains to NATO in the context of: ''you attack one of us, you attak us all.'' Meaning that if one country in NATO is attacked or threatened you attack or threaten all the countries in NATO
In the context of the musketeers, it means that when one is attacked, the other three stand by them. They support each and every one of their friends. Each and every one of the is also loyal to their established group. In NATO, it means if one county is attacked, all the others support and each country is loyal to NATO.