There is a philosophy of mathematics (or rather a collection of related philosophies) called structuralism. In brief, a structuralist believes that mathematical "objects" are positions in a structure, rather than existent objects. This is a rather incohesive and shallow ramble about structuralist methodology and philosophy in mathematics.
Since I hold a rather formalist, and somewhat classical platonic view of mathematics-- which is to say, I do not believe mathematical notions exist in the real world in any real capacity, but rather in some external abstract universe-- I intend to talk about brands of structuralism which do not in any way invoke "reality". Perhaps mostly because of my biases against "the real world", I cannot rightly fathom philosophies of mathematics which invoke the real world in any way.
Anyway, it seems that structuralism as a methodology pre-dates structuralism as a philosophy. What is a "structuralist methodology"? It is the approach which emphasises structures over systems. To use some language from logic, a structural methodology approaches theories, instead of models. A simple example is the tacit tendency to forget the difference between isomorphic groups: $\mathbb{Z}/3\mathbb{Z}$ is "the same group" as $\mathbb{Z}_3$. From a purely set-theoretic or material point of view, this is not correct: the first group has cosets of $3\mathbb{Z}$ in $\mathbb{Z}$ as group elements, and the second has $\{1,2,3\}$ as its underlying set. But the two groups are isomorphic, which means that they act the same as groups The tendency to forget the (quite irrelevant) difference between the two groups is the heart of structuralist methodology.
The Bourbaki group was one of the first to emphasize "high abstraction". Their methods are truly similar in spirit to the modern category-centric structural approach. While I have never read Bourbaki, all the information I can find leads me to believe that the set-theoretic foundation is a result of 2 things: when Bourbaki started, set theory was the only thing to work with (categories had not yet been invented), and "Bourbaki is relentlessly linear in its exposition". With this linearity in mind, changing to a categorical perspective late in the game was out of the question.
The structural approach permeates mathematics, particularly in algebraic areas, and in almost all contemporary approaches to foundations. Isomorphic structures are taken as identical; in category theory (and especially in higher category theory), there is a real push to eliminate notions which do not interact sensibly with equivalence-- equivalence is a weaker notion than isomorphism, but it is still considered a "good enough" notion of equality.
With the ubiquity of structural methodologies in mind, it should be no surprise that a closely related philosophy should spring up. I'm only surprised that it took so long (at least 40 years from the start of Bourbaki) to really pin down "structuralism". A structuralist philosophy takes this methodology as a philosophical starting point: it is not simply productive to study mathematical ideas from a structural viewpoint, but mathematical objects are structures. 3, for example, is not a specific set (e.g. {{}.{{}}.{{}.{{}}}} or {{{{}}}}), but rather a convenient short-hand for any object satisfying a "3-like" position in a structure. This seems "obvious" to me, since any structure which satisfies the Peano axioms will have natural number arithmetic. My formalist tendencies are at work here; the notion of an intended model seems somewhat foreign to me. There are many, many ways to construct the reals within ZFC; if they all act like reals, then what is the "correct" model? All statements true in a specifc model, but not in others are not part of real analysis; the "correct interpretation" is one where real numbers are taken as sui generis objects.
Finally, a change of topic. There seems to be a deep relationship between structuralism and phenomenology, which seems under-explored. Levinas, for one, makes a big deal of "existence without existents"; that is, being without thing-ness. This is exactly the idea of structuralism: we are studying mathematical notions without reference to a specific object to which the notion applies.
Arbtirary thoughts on nearly everything from a modernist poet, structural mathematician and functional programmer.
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