Southern District of California:
The Southern District of California is part of the Ninth Circuit. The Ninth Circuit, the largest of the 13 federal circuits, includes all federal courts in California, Oregon, Washington, Arizona, Montana, Idaho, Nevada, Alaska, Hawaii, Guam and the Northern Mariana Islands.

Specifically, the Southern District of California is comprised of San Diego and Imperial Counties.

District Courts, Generally:

U.S. District Courts are the federal courts of general jurisdiction. The Constitution determines what type of civil and criminal cases will be decided in district courts. Typically, federal courts hear civil cases in which the United States is a party or those involving the Constitution as a law, laws enacted by Congress, treaties, and laws relating to navigable waters. Examples of federal civil cases include issues between citizens of different states, disputes regarding patent/copyright violations and maritime violations. Federal criminal cases are filed by the U.S. Attorney who represents the plaintiff (United States). Examples of federal crimes are immigration violations, illegal importation of drugs, and bank robbery.

Certain types of cases can be filed in both district courts and state courts, which gives the courts concurrent jurisdiction. For example, civil suits between citizens of different states may be heard in district courts or states courts, but can only be held in district courts if the amount in dispute exceeds $50,000.

References:

Administrative Office of the United States Courts. Understanding the Federal Courts.
Federal Judicial Center. Federal Courts and What They Do.