Not sure where this phrase comes from. This is a TriteExpression.
Here's one example: If you are an elephant, stand in a herd of elephants. You'll be safer. Especially if someone or some thing is out hunting elephants.
Here's another: Think of it this way: You are all alone in a city you don't know and you find yourself in the proverbial darkened alleyway with a number of unsavoury looking characters. Feel safe? Now, how about this --- same city, same alley, but you are with 10 friends....
Please note: No elephants were hurt during the composing of this WikiPage. See NoAnimalsWereHarmed.
Cheers, --JasonNocks